5,860 reputation
31849
bio website chrisaycock.com
location New York, NY
age 33
visits member for 3 years, 11 months
seen Oct 20 at 14:31

I do high-frequency trading, mostly in C++ and Python (formerly q/kdb+). 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