Paul

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12 Favorites

added views newest activity votes

28

48

votes

15

answers

4

kviews

What concepts are the most dangerous ones in quantitative finance work?

theory academia

mar 1 at 14:37 kurast 166

24

25

votes

6

answers

4

kviews

What broker/feed/APIsetup allows for recording the most accurate data (cheaply)?

backtesting data high-frequency

apr 4 at 14:16 Bill the Lizard 127

16

22

votes

3

answers

4

kviews

How can we reverse engineer a market-making algorithm (HFT)?

trading automated-trading high-frequency hft market-microstructure

may 23 '12 at 18:43 onlyvix.blogspot.com 698

11

18

votes

4

answers

2

kviews

Why do high frequency traders use rapidly cancelled limit orders?

high-frequency hft market-making

feb 25 at 14:57 AlgoQuant 31

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17

votes

7

answers

6

kviews

How should I store tick data?

data interactive-brokers

aug 7 '11 at 13:34 Tal Fishman 6,740

4

12

votes

4

answers

1

kviews

Are two identical time series cointegrated?

time-series cointegration statistics

oct 16 at 14:17 Ryogi 1,827

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11

votes

3

answers

538

views

What are some research articles on using principle components to generate alpha?

statistics modeling random-matrix-theory

feb 25 at 12:31 Andre P. 11

21

11

votes

3

answers

2

kviews

Papers about backtesting option trading strategies

options backtesting quant-trading-strategies research option-strategies

sep 30 '11 at 7:45 vonjd 6,309

2

10

votes

3

answers

1

kviews

How are limit orders selected from the order book?

limit-order-book

oct 30 '11 at 19:24 Ryogi 1,827

4

8

votes

4

answers

956

views

What kind of specialized hardware is used in trading?

trading hardware

aug 8 at 12:21 lehalle 1,713

6

8

votes

3

answers

845

views

How to generate synthetic FX data for backtesting?

data automated-trading backtesting statistics fx

aug 17 '11 at 18:53 Greg 513

4

4

votes

3

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562

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What is the impact of high-frequency trading on market depth, liquidity, and volatility?

research high-frequency market-microstructure

apr 18 '12 at 1:54 lehalle 1,713

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