user508's user avatar
user508's user avatar
user508's user avatar
user508
  • Member for 13 years, 1 month
  • Last seen more than 8 years ago
27 votes
Accepted

How can we reverse engineer a market-making algorithm (HFT)?

21 votes
Accepted

Any known bugs with Yahoo Finance adjusted close data ?

12 votes

How are limit orders selected from the order book?

12 votes
Accepted

How credible is Knight pointing the finger at Rule 107C?

11 votes
Accepted

How do I compare implied and historic volatility?

7 votes

How can I learn about the quantitative aspects of market making in illiquid single stock options?

6 votes

What data sources are available online?

5 votes
Accepted

How to normalize Futures data(different leverage) for cointegration test?

5 votes

Do binary options make any sense?

4 votes

Is it common to use multiple brokers for risk reduction?

3 votes

Algorithm for the choice of stocks for a equity scalper/market maker to engage in?

3 votes

What are the rules for quoting option prices on the market?

2 votes

Quantifying Hedging Error Due To Expiration Day Range?

2 votes
Accepted

What noun is used to describe whether an option is call or put?

2 votes

What would be considered a good/competitive throughput for a FIX engine?

1 vote
Accepted

Trade Count Time Series