41 reputation
2
bio website
location Panama
age
visits member for 1 year, 2 months
seen Aug 2 '13 at 19:57

May
29
awarded  Supporter
May
13
answered What are the best Journals & Conferences in Quantitative Finance?
Mar
7
comment How to distinguish between different types of algorithmic trading
Yes, well maybe "execution algorithms" and "quantitative strategies". A quantitative strategy per se includes an algorithm of thinking or a computer algorithm that send you signals. A trading engine system allows you to build your own trading strategies, in the same code you can build the signals using spreads, mid-prices, last prices, high prices, supply, demand, volatility, reversion, momentum, etc. And at the same code you can execute optimally your trades to try to minimize transaction costs or to get the "best" price (buy the lowest), (sell the highest).
Mar
6
awarded  Teacher
Mar
6
answered How to distinguish between different types of algorithmic trading
Feb
25
answered Why do high frequency traders use rapidly cancelled limit orders?
Feb
18
comment Recover full tick data from missing tick data
in the book High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems by Irene Aldridge, specifically in the Chapter 9 (Working with tick data) you can find the interpolation method. The book is available in Amazon or maybe you can find it free on the web
Jan
31
answered How to design a custom equity backtester?