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Louis Marascio's user avatar
Louis Marascio's user avatar
Louis Marascio's user avatar
Louis Marascio
  • Member for 12 years, 9 months
  • Last seen more than a month ago
120 votes

Where to download list of all common stocks traded on NYSE, NASDAQ and AMEX?

40 votes

Is the Interactive Brokers API suitable for hft?

21 votes
Accepted

Why do high frequency traders use rapidly cancelled limit orders?

21 votes
Accepted

Book on market microstructure

14 votes

Issues when considering a quantitative trading/finance firm

13 votes
Accepted

HFT - How to define and measure latency?

11 votes
Accepted

Quick way to check what 'tape' a stock belongs to?

11 votes

open-source implementation of orderbook from FAST?

10 votes

Forcing price to rise or fall by high volume buying and shorting

9 votes
Accepted

Operating parameters of market makers?

9 votes

What techniques are used for testing order book implementations?

8 votes

How 'High' is the frequency in HFT?

8 votes

What API methods are there to determine a company's market cap?

8 votes

Is it worth preserving orderbook structure when building it from individual orders?

7 votes

Reference on Electronic volatility trading

7 votes
Accepted

What is the best live options data API?

7 votes

Limit order book size

7 votes
Accepted

Latency and Delays across Exchanges

6 votes
Accepted

Do you have historical tick data you want to donate?

6 votes
Accepted

What kind of specialized hardware is used in trading?

6 votes

High-Frequency Traders and Front Running: What order types are they using?

5 votes

How do Order Management/Matching Systems match/allocate orders (and filled prices)?

5 votes
Accepted

How could HFT help increase liquidity?

5 votes
Accepted

Hurst Exponent Calculation

5 votes

What is the most effective way of determining & measuring the level of HFT activity in a stock in (close to) real time?

5 votes

How can I quantitatively test the validity of momentum indicators?

5 votes

Historical Level 2 Data (Market Depth)

5 votes
Accepted

Why does the SMA and EMA appear to be relative to the timeframe?

4 votes

Disclosure of the liquidity provider identity in ITCH

4 votes
Accepted

Algo's Shadowing Limit Orders