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seen Apr 11 at 2:34

Jan
31
awarded  Yearling
Aug
17
comment Quantitative before/after or financial engineering studies of a bid or ask tax?
This is an inane idea. A much simpler idea to reduce bad HF behavior would be to have a minimun time-to-live order time for inside orders. Indeed some markets (for example espeed) implement this. Leads to much saner orderbook activity and keeps gaming or quote stuffing algos out.
Jun
28
answered Optimal execution strategy
Jan
31
awarded  Yearling
Aug
4
awarded  Nice Answer
Jun
2
revised How to simulate slippage
deleted 13 characters in body; added 2 characters in body
Jun
2
answered How to simulate slippage
May
24
comment Whats the equation to calculate the area under the curve of a normal distribution, given an upper and lower standard deviation?
You can also find implementations in QuantLib and many other open source packages.
May
24
comment Whats the equation to calculate the area under the curve of a normal distribution, given an upper and lower standard deviation?
I should note that the above assumes the mean is 0. If not 0 then add the mean in the arguments for the cdf.
May
24
awarded  Editor
May
24
revised Whats the equation to calculate the area under the curve of a normal distribution, given an upper and lower standard deviation?
added 39 characters in body; added 86 characters in body; edited body
May
24
answered Whats the equation to calculate the area under the curve of a normal distribution, given an upper and lower standard deviation?
Feb
22
answered Digital Signal Processing in Trading
Feb
8
awarded  Supporter
Feb
7
awarded  Teacher
Feb
7
answered Solving Path Integral Problem in Quantitative Finance using Computer
Jan
31
awarded  Precognitive