Quantitative Finance
databento's user avatar
databento's user avatar
databento's user avatar
databento
  • Member for 3 years
  • Last seen this week
Profile Activity
Stats
2,233
reputation
39k
reached
31
answers
0
questions
Communities
About

Currently on sabbatical as lead architect at Databento. Formerly head of research and trading at an electronic market making firm.

Badges
View all badges
This user doesn’t have any gold badges yet.
8
silver badges
19
bronze badges
Top tags
View all tags
72
Score
7
Posts
23
Posts %
70
Score
8
Posts
26
Posts %
59
Score
7
Posts
23
Posts %
44
Score
7
Posts
23
Posts %
41
Score
6
Posts
19
Posts %
40
Score
7
Posts
23
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
answer
24
Red Black Trees for Limit Order Book
Apr 3, 2021
answer
17
What's the most efficient way to store options and time series data for backtesting?
Jun 16, 2021
answer
11
Does the Integrity of Tick Data Vary by Vendor?
May 28, 2021
answer
11
How to make a trading universe of liquid futures contracts
May 12, 2020
answer
11
What is C++ used for when writing code at High Frequency Trading firms?
Jan 2
answer
9
Efficient way to store orderbook in Python
Aug 24, 2022
answer
9
What are the main types of orders on an exchange?
May 28, 2020
answer
9
Using market microstructure and exchange-specific knowledge to design trading strategies
Mar 7, 2021
answer
9
Modelling queue position
Jun 26, 2021
answer
8
What is the reason for using log prices in Pairs Trading (Cointegration)?
May 24, 2021

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.