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Oct
23
answered What would be considered a good/competitive throughput for a FIX engine?
Aug
23
comment List of dates at which the NYSE was closed from 2005 to 2014?
This was the first hit on google: www1.nyse.com/pdfs/closings.pdf
Aug
10
comment Simulate non-stationary time series with cointegration
See quant.stackexchange.com/a/1038
Jun
21
comment Do quants need to know Accounting?
@user2763361 Please post that as an answer so that I can downvote it.
May
2
comment What noun is used to describe whether an option is call or put?
@MattWolf You can sell rights.
Apr
29
comment What noun is used to describe whether an option is call or put?
@ArmanSchwarz touché :)
Apr
29
comment What noun is used to describe whether an option is call or put?
It is to me. ;-) It doesn't come up very often other than in code. Usually, you'd talk about the calls or the puts. Or the OTMs or ITMs
Apr
29
answered What noun is used to describe whether an option is call or put?
Apr
21
comment Deep bid ask orders
+1. a.k.a. stub quotes which are supposedly banned
Apr
15
comment Dv01 of Eurodollar futures contract
Have a look at page 8 of this CME pdf
Apr
5
comment Downloading Quotes in CSV format from Yahoo Finance - Beta symbol?
FWIW, gummy-stuff.org is a good reference for yahoo's csv api, but it doesn't include a tag for beta. :-(
Mar
23
comment Tracking delistings on NASDAQ & NYSE
I found this by searching the nasdaq site for "delist" listingcenter.nasdaqomx.com/…
Mar
1
awarded  Yearling
Feb
18
comment Hull's method for the optimal hedge ratio: why?
because T is in the future?
Sep
27
awarded  Nice Answer
Jul
11
comment RCaller & RQuantlib error in java
Already asked on Stack Overflow before cross-posting here.
Jun
22
awarded  Organizer
Jun
22
revised Stepwise Cointegration
edited tags
Jun
4
revised What data sources are available online?
deleted 48 characters in body
Jun
4
comment What data sources are available online?
@classifire thanks, updated.