knorv

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473 reputation

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visits	member for	2 years, 2 months
	seen	Oct 26 '12 at 21:43
stats	profile views	60

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8 Questions

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22	How can we reverse engineer a market-making algorithm (HFT)?
15	What are some useful approximations to the Black-Scholes formula?
12	Setting the r in put-call parity?
8	What are important model and assumption-free no-arbitrage conditions in options trading?
7	Order submission strategies of a rational market maker?

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473 Reputation

+5	A generic limit order book: What are the most important queries it should be able to answer?
+5	Order submission strategies of a rational market maker?
+10	How can we reverse engineer a market-making algorithm (HFT)?
+5	What are some useful approximations to the Black-Scholes formula?

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0 Answers

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16 Tags

0 high-frequency × 4	0 option-pricing × 2
0 automated-trading × 3	0 limit-order-book × 2
0 market-making × 3	0 algorithm
0 options × 3	0 interest-rates
0 trading × 3	0 data

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	Quantitative Finance	473 rep	412
	Skeptics	201 rep	15

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