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Jun
21
revised How can we reverse engineer a market-making algorithm (HFT)?
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Jun
5
revised How can we reverse engineer a market-making algorithm (HFT)?
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Jun
5
revised How can we reverse engineer a market-making algorithm (HFT)?
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Jun
5
revised How can we reverse engineer a market-making algorithm (HFT)?
added 125 characters in body; edited tags
Jun
2
revised How to generalize the Vickrey auction for two-sided trading?
Added MathJaX notation.
May
31
revised What concepts are the most dangerous ones in quantitative finance work?
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May
24
revised A generic limit order book: What are the most important queries it should be able to answer?
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May
19
revised Algorithm for the choice of stocks for a equity scalper/market maker to engage in?
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May
12
revised What are important model and assumption-free no-arbitrage conditions in options trading?
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May
10
revised What are some useful approximations to the Black-Scholes formula?
added 195 characters in body; deleted 20 characters in body