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visits member for 1 years, 3 months
seen 3 hours ago

Mar
24
revised Direct exchange data via a Vendor
added 3 characters in body
Mar
24
revised Direct exchange data via a Vendor
added 3 characters in body
Mar
24
answered Direct exchange data via a Vendor
Mar
20
answered Are there any good tools for back testing options strategies?
Mar
9
revised How are HFT systems implemented on FPGA nowadays?
deleted 101 characters in body
Mar
9
answered How are HFT systems implemented on FPGA nowadays?
Mar
7
awarded  Quorum
Mar
3
answered How to obtain specific information on FX trading systems?
Feb
23
comment What are some of the best quantitative finance websites?
I'm voting to close this because it's too broad and opinion-based. The moderators have previously closed threads asking what's the best quantitative finance conferences - a considerably more specific question, so a fortiori, this question would be too broad if our moderators are fair.
Feb
6
comment Brokers offering low-cost / free accounts
There are certain economic quanta in the values of financial instruments, so you are effectively limited to micro-transactions in FX or Bitcoin, both of which I wouldn't recommend as a starting point for a serious academic inquiry.
Feb
2
comment Quantitative Derivatives Trading vs. Time
"Additionally, how could I apply formulas such as a moving average to all of these different prices?" --> Again, I find it hard to believe that someone with preliminary math background needs help with "applying formula[e]" and would phrase this better.
Feb
2
comment Quantitative Derivatives Trading vs. Time
"Derivatives, however, make this more complicated... I feel like most quantitative strategies I have read about are in an equity context." --> The author does not make it clear why this is the case. In fact, this statement is likely false, since there are orders of magnitude more liquid equity products and metadata fields for equities (splits, dividends, symbol-specific trading halts, mergers, acquisitions, listings and delistings, associated options chains, traded exchanges etc. to name a few), clearly because he is not coming from a quant professional background.
Feb
2
comment Quantitative Derivatives Trading vs. Time
"How can I apply quantitative strategies to something that is not a single product with a single price, but rather separate products for each month (each with their own price and volatility)?" --> again, basically asking for assistance with developing a trading strategy.
Feb
2
comment Quantitative Derivatives Trading vs. Time
"How should I know whether I should be buying an orange futures contract for July 2011 rather than July 2012?" --> too broad, opinion-based and basically asking for assistance with developing a trading strategy.
Feb
2
awarded  Citizen Patrol
Feb
2
comment Quantitative Derivatives Trading vs. Time
Can't believe questions like this are still around while interesting (though controversial) ones such as quant.stackexchange.com/questions/10093/… were closed. This SE has serious moderation issues.
Jan
25
awarded  Yearling
Jul
19
comment How to most optimally perform currency conversions when backtesting on portfolio level?
This question appears to be off-topic because it is about software development, which belongs to another site in the Stack Exchange network.
Jul
19
awarded  Organizer
Jul
19
revised Convexity adjustment
Fixed grammar.