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seen Feb 1 at 22:36

Jun
5
awarded  Critic
Jun
5
revised How can we reverse engineer a market-making algorithm (HFT)?
edited body
Jun
5
revised How can we reverse engineer a market-making algorithm (HFT)?
added 24 characters in body
Jun
5
revised How can we reverse engineer a market-making algorithm (HFT)?
added 125 characters in body; edited tags
Jun
5
asked How can we reverse engineer a market-making algorithm (HFT)?
Jun
2
revised How to generalize the Vickrey auction for two-sided trading?
Added MathJaX notation.
Jun
2
suggested suggested edit on How to generalize the Vickrey auction for two-sided trading?
May
31
revised What concepts are the most dangerous ones in quantitative finance work?
edited body
May
24
comment Order submission strategies of a rational market maker?
@richardh Intra day short sells (short sells that are netted against a long position before the end of the trading day) are often provided for free by the sponsoring broker. This holds even for a lot of retail brokers. Since the market maker can be assumed to close all his positions by the end of the day short sells are literally free.
May
24
asked Order submission strategies of a rational market maker?
May
24
revised A generic limit order book: What are the most important queries it should be able to answer?
added 13 characters in body
May
23
asked A generic limit order book: What are the most important queries it should be able to answer?
May
23
awarded  Scholar
May
23
accepted Algorithm for the choice of stocks for a equity scalper/market maker to engage in?
May
23
accepted How are dual class shares different from non dual class shares from a market makers' perspective?
May
23
accepted What are some useful approximations to the Black-Scholes formula?
May
23
accepted Setting the r in put-call parity?
May
20
comment Algorithm for the choice of stocks for a equity scalper/market maker to engage in?
chris: Yes, I upvoted answers that I felt demonstrated real world hft/quant experience, and most of your answers certainly do. Sorry didn't know that multi-upvoting was discouraged. Won't do that again.
May
19
comment Algorithm for the choice of stocks for a equity scalper/market maker to engage in?
Why? Please elaborate :-)
May
19
comment Algorithm for the choice of stocks for a equity scalper/market maker to engage in?
chris: Yes, "shares" should have been "stocks". Thanks for notifying I've now s/share/stock/g. English is not my native language :-)