Quantitative Finance
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databento
  • Member for 3 years, 7 months
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Currently on sabbatical as lead architect at Databento. Formerly head of research and trading at an electronic market making firm.

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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
12
What is C++ used for when writing code at High Frequency Trading firms?
Jan 2
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
10
Using market microstructure and exchange-specific knowledge to design trading strategies
Mar 7, 2021
answer
10
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
Modelling queue position
Jun 26, 2021
answer
8
What is the reason for using log prices in Pairs Trading (Cointegration)?
May 24, 2021

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