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21h
answered How to filter and normalize market data obtained from distinct sources (FIX 4.4, bloomberg, etc) in an algorithmic trading system?
Jun
29
reviewed Approve The greeks: where do they come from?
Jun
27
comment If I have found a way to predict stocks trend with 58% accuracy, is it good?
@vonjd I don't know where you're getting the time horizon and buy-and-hold from. I could know for sure (100% accuracy) that price will be higher within n time steps and I would still not necessarily profit from it because my execution time is n + epsilon. I can always find some epsilon such that this is trivially true regardless of the time horizon of the 'trend' we are talking about.
Jun
27
answered If I have found a way to predict stocks trend with 58% accuracy, is it good?
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?
added 1154 characters in body
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
added 693 characters in body
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