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Quantitative Finance
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Serg
  • Member for 12 years, 9 months
  • Last seen more than 2 years ago
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Top posts
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10
Algorithm to detect the aggressor side of a trade
Aug 26, 2014
8
How can one effectively approximate the fill portion of a limit order in a FIFO order book given it's recent state?
Aug 15, 2019
7
Position management and market-making techniques
Feb 1, 2013
5
What is the proportion of aggressive orders vs passive orders executed by different types of traders?
Nov 24, 2017
5
Order submission strategies of a rational market maker?
Dec 8, 2011
5
Model reference price of Limit order book
Jun 18, 2016
4
Limit and Market Order for training a ML model
Aug 9, 2018
3
Building Limit OrderBooks methods (order-based) or (level-based)
Jun 7, 2020
3
Real-time limit order book data of desired depth
Feb 25, 2018
3
Do two stocks with the same beta have a correlation of 1?
Oct 22, 2013
Top network posts
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942
How to initialize HashSet values by construction?
87
Check whether a string is parsable into Long without try-catch?
37
std::mktime and timezone info
22
Converting Epoch to Date in Matlab
22
Simple and fast matrix-vector multiplication in C / C++