I work on projects in many areas including automated stock, futures and options trading, risk analysis, modeling and simulation, software and database architecture, and data conditioning.
14 Is the Interactive Brokers API suitable for hft? Feb 9 '11
10 Proving Random Walk Hypothesis in Stock Market Feb 10 '11
7 What is a stationary process? Feb 5 '11
3 Picking from two correlated distributions Mar 6 '11
3 How random are financial data series? Aug 2 '11
2 How should I calculate the implied volatility of an American option in a real-time production environment? Mar 4 '12
0 How to check if a timeseries is stationary? Nov 17 '11