Search results

  1. 2

    Help with SIG Interview Question about Options

    Hit that bid
  2. 2

    Help with SIG Interview Question about Options

    If his offer is 3.10 BUY 'EM
  3. 2

    Help with SIG Interview Question about Options

    How did you get this? Maybe i am coming up with the obvious solution 515
  4. 2

    Where do I find a good programmer for c# with algo experience?

    I can do it for an astronomical rate . But you have to define the project which i am almost certain you can't. And pay an upfront fee before anything gets going. I call it a nuisance fee.:)
  5. 2

    Software to Check Correlation between 100 ETF'S

    Python with quandl and pandas libs. Or PM me for an enterprise solution
  6. 2

    Cleaning your data

    As long as the data is not N std away then its fine for historical backtests. If you are nitpicking every data point over the last 20 years or so you'll never do the analysis. I wrote whats under the hood
  7. 2

    Cleaning your data

    Python with blaze, pandas ,sklearn.preprocessing ,statsmodels I dont really think about it; its 1 or 2 lines of code
  8. 2

    Here’s the advantage high-frequency trading firms have over everyone else

    It isn't clear to me. Can you or anyone give step by step example?
  9. 2

    Here’s the advantage high-frequency trading firms have over everyone else

    Can't everyone else pay for direct feeds, colocate, etc
  10. 2

    HFT at the CME - rigged to those that can pay

    Link over a year old mcfly
  11. 2

    Hail Mary for volatility surface derivation from 30DTE IV value

    Do you have iv of strikes for other expirys. Not sure what you are asking
  12. 2

    Stench from Chicago so Bad, Fitch Finally Smells It

    My neighborhood is trying to prevent renters coming in
  13. 2

    HFT Market-Maker Idea

    People usually hedge the greeks. If they sell 1 call they dont go out and buy 100 shares
  14. 2

    R or Python for someone with elementary CS skills?

    I'll add the or for you. C++ or java. By c++ or java i mean a statically typed , faster,and somewhat easy to use threads. I did mention python as a research and data munging tool. Its possible to use it in live trading if you want. Do you actually have input? What do you use? Do you have any...
  15. 2

    " High " Implied Volatility and Buying Long Options .....

    Why not buy a bull call spread
  16. 2

    R or Python for someone with elementary CS skills?

    all execution, order handling , data feed (realtime stuff) is done in something like c++ java. Its possible Python can be used to calculate a signal or price and send that as a serialized message (protobu, json, etc) to another component. But usually its separate where python is not listening to...
  17. 2

    Ketchum

    What makes you say that? I wouldn't be surprised if less than 10 people work there
  18. 2

    R or Python for someone with elementary CS skills?

    I use python for signals, research, data parsing, etc. I never used python for executing realtime trading because I use java c# c++ for that
  19. 2

    Bloomberg -- take over my contract

    It's 2015; all run on pc. Do physical bloomberg terminals still exist?
Back
Top