520 reputation
49
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.


Mar
4
revised How should I calculate the implied volatility of an American option in a real-time production environment?
added recommendation
Feb
9
revised Is the Interactive Brokers API suitable for hft?
microseconds-->milliseconds
Feb
3
revised What kind of basic framework or application do you use to run your trading algorithms?
added Edit: par