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Theodore's user avatar
Theodore's user avatar
Theodore
  • Member for 5 years, 11 months
  • Last seen more than a week ago
17 votes

Ultra-High Frequency Trading Help

10 votes
Accepted

Market Making Strategy to Interact with IB API

6 votes

Simulating trading strategies

6 votes
Accepted

Fractional Brownian motion references

6 votes

Is R being replaced by Python at quant desks?

6 votes

Trading C++ Libraries

5 votes
Accepted

Trading Strategy adapting to my trading frequency

4 votes

Modelling HFT data

4 votes

Definition of „getting picked off“

3 votes

Quant Interview Course

3 votes

What open source trading platform are available

3 votes

Is this a viable method for testing market making strategies?

3 votes

Install QuantLib on Mac OS X

3 votes

Book recommendation for time series analysis

3 votes

Video lectures and presentations on quantitative finance

2 votes

Basic book on stochastic calculus, Itô and jump processes and Brownian Motion

1 vote

Is linear programming important for quant?

1 vote

What is the Brownian motion in the model for the return of a stock price trying to capture?

1 vote

Origin of the term Modern Portfolio Theory

1 vote
Accepted

Is R suited for a Quantitative Finance executable application

1 vote

Compiling QuantLib example

1 vote

Handling IQFeed events in Matlab

1 vote
Accepted

Choosing programming language for the next generation of a pricing library

0 votes

Sending order to Forex or Stocks from Python strategy

0 votes

What exactly is meant by a parameter in the context of algorithmic trading?

0 votes

Live trading strategies developed on daily data

-1 votes

Using QuickFIX in a C project