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Oct
26
comment How do exchanges make money?
Moderators, why aren't you deleting the above comments? They're off-topic; it clearly derailed the topic; and the author obviously had no intention of contributing to this question because he has deleted most of his comments following this. It's rude and offensive for claiming that I'm dishonest - a personal attack that I've proven false, especially considering that I've debunked all of his allegations in the subsequent comments (that he deleted).
Oct
26
revised Build a customizable trading engine in python
added 43 characters in body
Oct
26
answered Build a customizable trading engine in python
Oct
26
awarded  Peer Pressure
Oct
23
comment What would be considered a good/competitive throughput for a FIX engine?
A good throughput is purely opinion-based. Throughput on its own is a meaningless number anyway. And to the majority of users, standard QuickFIX performance would be considered "good".
Oct
23
comment What would be considered a good/competitive throughput for a FIX engine?
If you have a client, a good throughput depends completely on your service level agreement with your client. If you're just writing this for yourself (which appears to be the case from your history of questions), use the search function, there's been many similar questions/answers before this.
Oct
20
answered Do people actually use VaR in professional settings?
Oct
18
answered Where can I find literature (books, articles, etc.) about basic HFT / arbitrage strategies?
Oct
15
revised How do exchanges make money?
deleted 7 characters in body
Oct
13
revised How do exchanges make money?
added 285 characters in body
Oct
13
answered How do exchanges make money?
Oct
1
answered Level II market data (equities)
Sep
30
answered Intraday Data - Stylized Facts?
Aug
27
comment What software should I use for forex arbitrage?
Because in FX, you're only as fast as your dealer/credit counterparty lets you be. Sierra has a far stronger software development team than NinjaTrader, from what I know.
Aug
27
answered What software should I use for forex arbitrage?
Aug
27
comment Algorithm to detect the aggressor side of a trade
@Serg: Yes, that is what I understand you're looking for.
Aug
26
answered Algorithm to detect the aggressor side of a trade
Aug
13
comment Starting mathematics reading for quants
Not you two, silly. :)
Aug
13
comment Starting mathematics reading for quants
@athos / 1234 - Unfortunately, I hadn't come from a credit trading background. However, Tuckman and Serrat's book discusses credit default swaps, credit risk of corporate bonds and spreads and Veronesi's book briefly touches on collateralized mortgage obligations. Mike - My colleague asks me to say hi. (:
Aug
5
revised Popular R packages for Quantitative Finance
changed to wiki format and