2,565 reputation
42042
bio website
location
age
visits member for 3 years, 8 months
seen 21 hours ago

1d
reviewed No Action Needed Inflation/Rates Correlation
1d
reviewed No Action Needed What is the name of this product?
1d
reviewed No Action Needed PerformanceAnalytics and Annual Charting
2d
reviewed Leave Open What would be considered a good/competitive throughput for a FIX engine?
2d
reviewed No Action Needed Poisson Process
Oct
22
reviewed No Action Needed How to price of weather derivatives using a Brownian Motion?
Oct
22
reviewed No Action Needed Weighting with restrictions, but no clear objective function?
Oct
22
reviewed Leave Closed What are good internship positions I should look for as an undergrad student?
Oct
21
reviewed No Action Needed Relationship between Beta and Standard Deviation
Oct
21
reviewed No Action Needed Relationship between Beta and Standard Deviation
Oct
21
reviewed No Action Needed Expected Shortfall and Spectral Risk Measure
Oct
20
reviewed No Action Needed garchOxFit in R-oxo file does not match
Oct
20
reviewed Leave Open What is the fastest way to decode the FAST protocol for market data?
Oct
20
reviewed Leave Open If I am very fast (less than 10 microseconds latency) what would be the first strategy to execute?
Oct
20
reviewed Close Where can I find literature (books, articles, etc.) about basic HFT / arbitrage strategies?
Oct
19
reviewed No Action Needed Briefly stated, why does the function N(x) appear in the European call option pricing model?
Oct
19
reviewed Leave Open Briefly stated, why does the function N(x) appear in the European call option pricing model?
Oct
19
reviewed No Action Needed Historical Data on $/yen forward exchange rates
Oct
19
reviewed No Action Needed Briefly stated, why does the function N(x) appear in the European call option pricing model?
Oct
18
reviewed No Action Needed Why is the duration of a bond important?