Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 1360

For questions about programming languages, implementation, and packages in quantitative finance. Note: question must be specific to quantitative finance and must necessitate knowledge of quantitative finance in order to be on topic.

4 votes

Why C is still in use especially in area of numerical optimization (instead of C++)?

who told you that ? I am used to create new trade systems in C++ to make the customers requirements feasible. CERN used C++ to prove higgs boson particle. I see people using C to program embedded lik …
Clebson Derivan's user avatar
1 vote

How do you handle order tracking (without unique Lot ID's)

you forgot to mention what broker or api you are using. AFAIK every broker/exchange provides a execution id, wich is unique for every trade on the trade session, with the execution id and your order i …
Clebson Derivan's user avatar
1 vote

Black Scholes and Monte Carlo implementations in Java

This one is in C#, but it could help you create yours in Java: Divergence issue with my monte carlo pricer... using System; using System.Threading.Tasks; using MathNet.Numerics.Distributions; using M …
Clebson Derivan's user avatar