239 reputation
120
bio website andrewcheong.com
location San Diego, CA
age 26
visits member for 1 year, 3 months
seen yesterday

I'm a C++ dev and amateur web dev, severely influenced by GEB, Nassim N. Taleb, Thinking, Fast and Slow, and Dostoevsky. I like being nice to people.


Apr
18
awarded  Yearling
Jan
22
awarded  Nice Question
Jan
1
awarded  Quorum
Sep
21
comment FIX- what exactly do repeating groups represent?
+1 - I should have taken the extra step to provide specific examples as you did.
Sep
21
comment FIX- what exactly do repeating groups represent?
(Comment originally posted in my answer; apologies if it sounded condescending or demeaning in any way; I did not mean this.) This question may be more appropriate to ask at Money.SE or SO, as it has to do with the FIX protocol, which I believe is common knowledge in the financial industry, but I don't believe has much to do with the field of quantitative finance, as it has more to do with the techn(olog)ical side of data exchange. As @chrisaycock points out though (and I've verified) Money.SE doesn't seem to talk much about FIX, so I'm wrong about that. (Still vouching for SO though!)
Sep
21
revised FIX- what exactly do repeating groups represent?
deleted 250 characters in body
Sep
21
comment FIX- what exactly do repeating groups represent?
I see that in my haste my tone may have thrown you (and others) off; I will fix at least that.
Sep
21
comment FIX- what exactly do repeating groups represent?
the software side of the industry was that FIX was basic knowledge, so I (incorrectly) assumed it'd be as commonplace a thing at Money.SE.
Sep
21
comment FIX- what exactly do repeating groups represent?
case I thought I had enough sense as to what was relevant and what was not. (Specifically, I recalled a previous question that was very technology-oriented, and a moderator replied to the effect of, "This is a job for database administrators; not quants.") Myself being a programmer at a trading software vendor, and having written my company's FIX 4.2/4.3 processor from scratch, I thought I could answer this. Perhaps I was mistaken; I trust your judgment about Money.SE not having the expertise. Over the years I'd seen at least a few questions about FIX on Stack Overflow, and my impression from
Sep
21
comment FIX- what exactly do repeating groups represent?
@chrisaycock - I apologize. I didn't mean to sound condescending via italics, if that's what caused offense. I only meant to separate the formatting of an aside from my answer. If there's some other way I've caused offense, please let me know; otherwise I'm a bit surprised by what I interpret to be hostility. Indeed my initial posts didn't belong on this site. I quickly learned the community was far more exclusive than I had realized; thus since then I've almost completely refrained from posting. I'd continued to read questions, answers, and comments from a distance though, and I guess in this
Sep
21
answered FIX- what exactly do repeating groups represent?
Aug
7
reviewed Close Black-Scholes in Delphi
Jul
26
reviewed No Action Needed Order book depth views preferences: order-by-order vs. total aggregated volume by price levels
Jul
24
reviewed Reviewed Black--Scholes hedging argument
Jul
24
reviewed Close How to get/estimate ask/bid price for backtesting for OHLC data?
Jul
23
reviewed Reviewed Data source for historical Share Outstanding totals for individual stocks?
Jul
19
reviewed Close How to calculate the conditional variance of a time series?
Jul
19
reviewed Close how to chain monthly excess returns into annual?
Jul
19
reviewed Leave Open different amount of information on return correlations from shorter and longer periods?
Jul
19
awarded  Commentator