5,574 reputation
31445
bio website chrisaycock.com
location New York, NY
age 31
visits member for 2 years, 6 months
seen May 21 at 2:59
stats profile views 360

I do high-frequency trading, mostly in C++ and q/kdb+. I am a pro tem moderator of Quant SE. My views are my own and do not reflect the same of my employer.

My favorite answers:

Separating the wheat from the chaff

How much data is needed to validate a trading strategy

Time-series similarity measures

Column-oriented storage for tick data

A new programming language can only succeed if it capitalizes on an emerging frontier


May
18
reviewed Approve suggested edit on Are functional languages better at recursion?
Apr
30
reviewed Approve suggested edit on Merits of a “Message Passing” system vs. an “Event Based” system