Quantitative Finance
chollida
  • Member for 10 years, 9 months
  • Last seen more than a month ago
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About

Former compiler writer turned algo trading system writer.

Big fan of F#, OCaml and Haskell. If you'd like to talk trading system or algo design and strategy please message me @ chris@chollida.com

I'm always up for chatting.

You can find out more about me on my linkedin page http://www.linkedin.com/in/chollida

profile for chollida on Stack Exchange, a network of free, community-driven Q&A sites

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All Questions Answers
Votes Newest
11
Is node.js being used in systematic trading software?
Jun 11 '14
7
Bloomberg data redistribution policy
Dec 16 '15
6
robust open source Kalman filter library in C++
Jun 16 '14
6
Please advise on the choice of an automated trading framework
May 9 '14
5
Deep bid ask orders
Apr 24 '14
4
Bloomberg alternatives for fixed income data
Jun 2 '14
4
Where can I buy historic raw order by order data for Euronext market?
Jul 11 '14
4
What is the correct / expected behavior for a market order sent to an empty book?
Jun 6 '14
3
How low can HFT transaction costs go?
Jul 30 '14
3
Are PX_BID and PX_ASK on Bloomberg closing bid/ask? or are they daily averaged?
Mar 28 '14
Top Meta posts
4
3
4
The background color for questions that match a users tags is very hard to see, could we make it more visible?
3
What should we do about questions asking about Market data or Data sources in General?
3
Can a question on trading strategies be made on topic if tied to standard finance theory?
Top network posts
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55
Simulating Pointers in Python
37
How can I output a die() message without the location information?
33
In Python, how do I obtain the current frame?
31
How can I iterate over a Perl array reference?
31
How do I force a program to appear to run out of memory?

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