550 reputation
49
bio website pete.figliozzi@gmail.com
location Austin, TX
age 42
visits member for 3 years, 7 months
seen Jul 8 at 22:17

Professional algorithmic stock trader. Direct market access.

I use R and Python for data analysis and exploration.

I also write automated trading applications in Java using the TWS API from Interactive Brokers.


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