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Dec
2
answered How to understand this tickdata `askvolume` and `bidvolume` fields?
Nov
7
answered Order ID or Broker information from TAQ or Limit Order book?
Nov
3
answered Cheat/sheet summary of financial laws and regulations
Oct
19
answered What are the causes of incorrect prices in the market?
Oct
18
answered What is the impact of high-frequency trading on market depth, liquidity, and volatility?
Oct
18
answered Switching from C++ to R - limitations/applications
Oct
16
answered Sharpe Ratio versus Cumulative Returns
Oct
9
answered What is an acceptable Sharpe Ratio for a prop desk?
Oct
5
answered Buy side techniques
Oct
1
answered What information should be delivered to the client so they have enough information to manage their exchange rate risks?
Sep
23
answered Real-time Tick Filtering
Sep
5
answered Source of market or security attribute information?
Sep
5
answered Performance of Open Source Time Series Database for Financial Market Data
Sep
3
answered Quantitative Finance Programming Language
Aug
27
answered HFT to blame for Flash Crashes?
Jul
24
answered Newbie Quant: Bulding price feeder to securities master db
Jul
4
answered How to filter and normalize market data obtained from distinct sources (FIX 4.4, bloomberg, etc) in an algorithmic trading system?
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
20
answered The future language of quant programming?