Quantitative Finance
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wildbunny

Apparently, this user prefers to keep an air of mystery about them.

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  • United Kingdom
  • wildbunny.co.uk/blog
  • Member for 7 years, 7 months
  • 181 profile views
  • Last seen Jun 10 at 13:11

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4 Would it be fair an exchange where priority in the order book is the fee paid per share in the order? May 6 '19
3 Technical Analysis in HFT Jan 4 '19
3 Backtesting Market Making Strategy or Microstructure Strategy Jan 6 '19
2 What is the reasoning behind 'terminal time' in market making literature? Feb 20 '19
2 Mean directional accuracy and zero Jun 14 '19
2 Calculating true value of a stock given the order-book and recent trades Dec 17 '12
2 Optimal stochastic control for geometric brownian motion with numerical solution? Apr 1 '19
2 Achieving an even distribution of orders in the queue Apr 19 '19
1 Brownian motion from price-series, what is the time step? May 22 '19
1 Market making: Predicting when to submit a bid at the ask Nov 27 '18
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