Quantitative Finance
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user997112
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17 Questions

Score Activity Newest Views
9 votes
2 answers
8k views

How do firms make money from "flow trading"?

8 votes
6 answers
5k views

FIX- what exactly do repeating groups represent?

4 votes
1 answer
2k views

How does Hanson's Market Maker (LMSR) work?

4 votes
0 answers
110 views

Backtesting: what happens to real-executed order if mine fills instead?

4 votes
0 answers
443 views

Calculating index arbitrage

3 votes
1 answer
2k views

Code examples of solving Stochastic Optimal Control problems

3 votes
1 answer
210 views

Deutsche Börse sample Level 2 data, how to view in Windows?

2 votes
1 answer
920 views

Ordering of CME Level 2 FIX Market data?

2 votes
2 answers
1k views

Index arbitrage with Options when not all underlyings have options listed?

2 votes
0 answers
414 views

Fluid dynamics for order book depth modelling

2 votes
0 answers
79 views

Calculate latest underlying price (or option), given new option (or underlying) market price?

1 vote
1 answer
1k views

Where does CME store Security IDs for FIX messages?

1 vote
1 answer
334 views

Help with understanding a normal distribution/probability question

0 votes
2 answers
135 views

Calculate price of index from underlyings (weightings included)?

0 votes
0 answers
59 views

RegNMS, National best bid/offer and Smart Order Routing

-1 votes
1 answer
225 views

ITCH feed, price executed at different to original order?

-1 votes
1 answer
1k views

Calculating arbitrage- S&P 500 stocks vs S&P 500 Index future?

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