682 reputation
718
bio website
location London, United Kingdom
age
visits member for 3 years, 7 months
seen Nov 1 at 12:27

Computer programmer.


Apr
10
answered How to detect and adjust for stock splits?
Oct
3
answered How do I calculate expectancy from a past series of trades in my trading account?
Oct
3
asked How do I calculate expectancy from a past series of trades in my trading account?
Sep
25
asked Recommendations for books to understand the math in quantitative finance papers?
Sep
22
asked If VIX is the Implied Volatility of SPX, 30 days in the future, how many days into the future does VIX vol look?
Jun
6
asked Is it possible to estimate the correlation between an equity and its IV, purely from its IV skew?
Jun
6
answered What API methods are there to determine a company's market cap?
Jun
5
asked What API methods are there to determine a company's market cap?
Jun
3
asked How do I estimate the joint probability of stock B moving, if stock A moves?
Jun
2
answered Lib for Arbitrage-Free Smoothing of Implied Volatility Surface?
Jun
2
answered Recommendation for a library to calculate the local volatility surface?
Jun
2
asked If stock A has a 60% chance of rising, and stocks A and B have 80% correlation, what is the chance of stock B rising?
May
24
asked Utility to download historical Implied Volatility data from Interactive Brokers?
May
24
answered Whats the equation to calculate the area under the curve of a normal distribution, given an upper and lower standard deviation?
May
23
answered Training set of tick-by-tick data?
May
23
answered Drawbacks & Caveats of using (N)Esper for ESP/CEP in trading systems?
May
23
answered Mass Market Data Source
May
23
answered If I have a model that gives 10% “probability edge” over random chance, how do I calculate the position size?
May
23
answered What data sources are available online?
May
23
asked Whats the equation to calculate the area under the curve of a normal distribution, given an upper and lower standard deviation?