Quantitative Finance
This account is temporarily suspended network-wide. The suspension period ends on Nov 24, 2048 at 17:38.
crow's user avatar
crow's user avatar
crow's user avatar
crow
  • Member for 6 years, 3 months
  • Last seen more than a week ago
  • github.com/crowlogic/arb4j
  • here
Profile Activity
Stats
1
reputation
16k
reached
6
answers
1
question
Communities
View all
About

Email: [email protected]

Badges
View all badges
This user doesn’t have any gold badges yet.
2
silver badges
10
bronze badges
Top tags
View all tags
6
Score
2
Posts
29
Posts %
6
Score
2
Posts
29
Posts %
5
Score
1
Posts
14
Posts %
5
Score
1
Posts
14
Posts %
5
Score
1
Posts
14
Posts %
5
Score
1
Posts
14
Posts %
Top posts
answer
6
Simulating the Rough Heston
Nov 3, 2020
answer
5
What mathematical theory is required for high frequency trading?
Jun 17, 2019
answer
2
How can one effectively approximate the fill portion of a limit order in a FIFO order book given it's recent state?
Aug 16, 2019
answer
2
Is there something for API trading in E-mini S&P 500 Futures or other futures
Nov 8, 2020
answer
2
How to solve numerically the IDE of GUILBAUD & PHAM model?
Aug 8, 2022
answer
1
Pegged Orders Positioning
Mar 21, 2021
question
0
Heston Process: Accept-Reject Sampling to Alleviate the Problem of Negative Variances
Feb 19, 2023
Top network posts
View all network posts
18
Does $\int_0^{\infty} \left( p + q W \left( r e^{- s x + t} \right) + u x \right) e^{- x} d x$ have a closed-form expression?
9
does this Newton-like iterative root finding method based on the hyperbolic tangent function have a name?
7
Finding the MLE for a univariate exponential Hawkes process
7
Does $N_0(T) =N(T)$ where $N$ is the exact Riemann $\zeta$ zero counting function and $N_0$ is the approximate zero counting function imply the RH?
7
Why does the Newton-Raphson method not converge for some functions?