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Apr
27
answered Why aren't there any single owner companies over a billion dollars?
Apr
24
reviewed Approve What are good online resources for credit portfolio managers?
Apr
20
revised The future language of quant programming?
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Apr
20
answered The future language of quant programming?
Apr
20
awarded  Custodian
Apr
20
reviewed Approve Portfolio of Assets
Apr
19
comment Order routing: correlation of having same exchange for buy and sell
You're welcome.
Apr
19
comment Order routing: correlation of having same exchange for buy and sell
@Jean-Paul No problem. I edited my response to accommodate your extended question.
Apr
19
revised Order routing: correlation of having same exchange for buy and sell
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Apr
17
answered Order routing: correlation of having same exchange for buy and sell
Mar
16
revised How to write a home task report which is part of the interview process for a quant position in a trading firm
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Mar
16
answered How to write a home task report which is part of the interview process for a quant position in a trading firm
Mar
15
answered Book recommendation: math toolkit for quantitative finance and statistics
Mar
13
comment Where can I find literature (books, articles, etc.) about basic HFT / arbitrage strategies?
I was on the same Putnam team with some of the notable figures at Rentec today, not sure where you're commenting from.
Mar
13
revised How do you estimate the capacity of a strategy from historical data?
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Jan
25
awarded  Yearling
Oct
29
answered Equity Chart - design and granularity
Oct
27
comment Build a customizable trading engine in python
I also don't see why you can't do event-based processing in Python. You can write a TCP/IP stack in vanilla CPython if you wanted to, surely that's fast/robust enough considering some traders are using subpar trading platforms that don't even support basic order types such as HNS?
Oct
27
comment Build a customizable trading engine in python
I don't see why parallelization is an issue either. The GIL in Python leans towards a multi-process rather than a multithreading paradigm for parallelization, but there's no reason to prefer the latter over the former.
Oct
27
comment Build a customizable trading engine in python
I disagree on your latter statement: Python is more mature than say, Haskell (Tsuru, StanChart), Erlang (GSET) or OCaml (Jane St), so certainly, maturity isn't an issue.