Quantitative Finance
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Serg's user avatar
Serg's user avatar
Serg
  • Member for 12 years, 2 months
  • Last seen more than 1 year ago
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Stats
1,012
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40k
reached
22
answers
4
questions
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38
Score
14
Posts
54
Posts %
14
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5
Posts
19
Posts %
11
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4
Posts
15
Posts %
8
Score
5
Posts
19
Posts %
8
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2
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8
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7
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4
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15
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Top posts
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All Questions Answers
Score Newest
question
10
Algorithm to detect the aggressor side of a trade
Aug 26, 2014
answer
8
How can one effectively approximate the fill portion of a limit order in a FIFO order book given it's recent state?
Aug 15, 2019
question
7
Position management and market-making techniques
Feb 1, 2013
question
5
What is the proportion of aggressive orders vs passive orders executed by different types of traders?
Nov 24, 2017
answer
5
Order submission strategies of a rational market maker?
Dec 8, 2011
answer
5
Model reference price of Limit order book
Jun 18, 2016
answer
4
Limit and Market Order for training a ML model
Aug 9, 2018
answer
3
Real-time limit order book data of desired depth
Feb 25, 2018
answer
3
Do two stocks with the same beta have a correlation of 1?
Oct 22, 2013
answer
3
How to simulate stock prices with stochastic time change subordinated arithmetic Brownian Motion?
Sep 27, 2013
Top network posts
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917
How to initialize HashSet values by construction?
84
Check whether a string is parsable into Long without try-catch?
37
std::mktime and timezone info
22
Simple and fast matrix-vector multiplication in C / C++
22
Converting Epoch to Date in Matlab

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