knorv

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visits member for 2 years, 2 months
seen Oct 26 '12 at 21:43
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10 Revisions

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Jun
21
 revised How can we reverse engineer a market-making algorithm (HFT)?
deleted 1 characters in body
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
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?
edited body
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
19
 revised Algorithm for the choice of stocks for a equity scalper/market maker to engage in?
added 1 characters in body
May
12
 revised What are important model and assumption-free no-arbitrage conditions in options trading?
added 1 characters in body
May
10
 revised What are some useful approximations to the Black-Scholes formula?
added 195 characters in body; deleted 20 characters in body