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| bio | website | pete.figliozzi@gmail.com |
|---|---|---|
| location | Austin, TX | |
| age | 41 | |
| visits | member for | 2 years, 3 months |
| seen | Oct 4 '12 at 21:36 | |
| stats | profile views | 118 |
I write automated trading applications in Java using the TWS API from Interactive Brokers. I use Python and C++ for data analysis and exploration.
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Mar 4 |
answered | How should I calculate the implied volatility of an American option in a real-time production environment? |
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Nov 17 |
answered | How to check if a timeseries is stationary? |
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Aug 2 |
answered | How random are financial data series? |
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Mar 6 |
asked | Picking from two correlated distributions |
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Feb 21 |
asked | Simple model for option premium (for covered call simulation)? |
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Feb 10 |
answered | Proving Random Walk Hypothesis in Stock Market |
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Feb 9 |
answered | Is the Interactive Brokers API suitable for hft? |
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Feb 5 |
answered | What is a stationary process? |
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Feb 2 |
answered | What kind of basic framework or application do you use to run your trading algorithms? |
