Quantitative Finance
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lehalle

Mathematician, 12 years in automotive, aerospace and defense industry, On financial markets since 2005.

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24 How can I go about applying machine learning algorithms to stock markets? Apr 21 '12
24 Multilayer Perceptron (Neural Network) for Time Series Prediction Jul 15 '12
24 academic papers about market making Sep 6 '13
23 Book on market microstructure Jan 16 '14
21 What exactly is meant by “microstructure noise”? Apr 17 '12
19 How to calculate historical intraday volatility? Apr 15 '12
17 Quantitative Math required for Market-making? Jun 24 '14
12 What is “high frequency quoting” or “quote spam”? Aug 8 '12
12 Strategy Risk and Portfolio Allocation Model (copy from nuclear phynance) Aug 31 '12
11 Why would an exchange choose one matching algorithm over another? Aug 8 '14
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