550 reputation
410
bio website pete.figliozzi@gmail.com
location Austin, TX
age 43
visits member for 4 years, 2 months
seen Mar 25 at 13:56

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.


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