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user997112
  • Member for 9 years, 5 months
  • Last seen more than a month ago
  • UK
8 votes
6 answers
5k views

FIX- what exactly do repeating groups represent?

8 votes
2 answers
7k views

How do firms make money from "flow trading"?

4 votes
0 answers
104 views

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

4 votes
0 answers
420 views

Calculating index arbitrage

4 votes
1 answer
2k views

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

3 votes
1 answer
209 views

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

3 votes
1 answer
1k views

Code examples of solving Stochastic Optimal Control problems

2 votes
0 answers
403 views

Fluid dynamics for order book depth modelling

2 votes
0 answers
72 views

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

2 votes
1 answer
892 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?

1 vote
1 answer
957 views

Where does CME store Security IDs for FIX messages?

1 vote
1 answer
333 views

Help with understanding a normal distribution/probability question

0 votes
2 answers
133 views

Calculate price of index from underlyings (weightings included)?

0 votes
0 answers
56 views

RegNMS, National best bid/offer and Smart Order Routing

-1 votes
1 answer
187 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?