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

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25 How can I go about applying machine learning algorithms to stock markets? Apr 21 '12
25 Book on market microstructure Jan 16 '14
24 academic papers about market making Sep 6 '13
23 What exactly is meant by "microstructure noise"? Apr 17 '12
23 Multilayer Perceptron (Neural Network) for Time Series Prediction Jul 15 '12
22 How to calculate historical intraday volatility? Apr 15 '12
19 Quantitative Math required for Market-making? Jun 24 '14
15 Backtesting Market Making Strategy or Microstructure Strategy Jun 24 '18
13 open problems in mathematical finance Nov 21 '15
12 What is "high frequency quoting" or "quote spam"? Aug 8 '12
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