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seen Apr 5 '11 at 20:04

Apr
1
comment Trading C++ Libraries
@vonjd to me, derivative pricing is one of the part in the process of developing a trading strategy.
Apr
1
answered Trading C++ Libraries
Apr
1
answered Can the concept of entropy be applied to financial time series?
Mar
24
answered What are binomial trees and how are they used?
Mar
14
answered Predicting Price Movements on a Betting Exchange
Mar
7
answered Switching from Matlab to Python for Quant Trading and Research
Feb
25
comment What is the most effective way of determining & measuring the level of HFT activity in a stock in (close to) real time?
how is HFT not institutional trading?
Feb
24
comment estimating the accuracy of a method for forecasting the distribution
the idea is to take your model and generate many forecast, comparing the densities of those with the observed realizations it should pop out if your model does an adequate job (see graph). You may also may also want to explore MCMC methods in order to get a better understanding of the studied data before trying to forecast it.
Feb
24
awarded  Editor
Feb
24
revised estimating the accuracy of a method for forecasting the distribution
added 75 characters in body
Feb
23
answered How do you calculate the implied liquidity of an option?
Feb
23
awarded  Teacher
Feb
22
answered estimating the accuracy of a method for forecasting the distribution