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Quantitative Finance
chrisaycock's user avatar
chrisaycock's user avatar
chrisaycock's user avatar
chrisaycock
  • Member for 12 years, 4 months
  • Last seen more than a week ago
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About

I work for a proprietary trading firm in New York. I'm also the creator of Empirical, a language for time-series analysis.

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Top posts
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All Questions Answers
Score Newest
answer
52
Efficiently storing real-time intraday data in an application agnostic way
Apr 8, 2011
answer
50
How much data is needed to validate a short-horizon trading strategy?
Sep 13, 2011
answer
38
How useful is the genetic algorithm for financial market forecasting?
Feb 18, 2011
answer
30
Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?
Apr 10, 2011
answer
29
Time-series similarity measures
Mar 30, 2011
answer
29
What programming languages are most commonly used in quantitative finance?
Feb 8, 2011
answer
23
Is the Interactive Brokers API suitable for hft?
Feb 9, 2011
question
22
Why is there no "meta-model"?
Feb 4, 2011
question
21
How did you become a quant?
Jun 26, 2020
answer
20
Why does the adjusted closing price take into account dividends?
Sep 21, 2012
Top Meta posts
13
74
14
What can we do for R/Finance 2013?
13
Are "help me develop this strategy" questions in scope?
12
Who should the moderators be?
11
How are we going to market this site?
10
Policy recommendation: all free data questions are henceforth off topic
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How do I force make/GCC to show me the commands?
197
How to read a Parquet file into Pandas DataFrame?
189
How do I revert to a previous package in Anaconda?
180
How do I revert to a previous package in Anaconda?
120
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