F-Forex, Diary of a quant forex trader
Forex algorithmic trading models and quantitative finance at High frequency levels
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Quant.Ly- Pathetic Model Using VIX To Predict S&P 500Comments […]
- An Empirical Analysis of Hard and Soft Information in a High Frequency WorldComments […]
- The distribution of financial returns made simpleComments […]
- How to search the R-sig-finance archivesComments […]
- A slice of S&P 500 skewness historyComments […]
- Quantly officially dead?Comments […]
- We Don’t Quite Know What We Are Talking About When We Talk About VolatilityComments […]
- GETCO now into NYSE floor trading?Comments […]
- Traders Look to Wireless for Lowest LatencyComments […]
- Curated Interviews From Quants: Algorithmic Trading and HFT Part 3Comments […]
- Packet Processing in High Frequency TradingComments […]
- Explosive Volatility: A Model of Financial ContagionComments […]
- Nassim Taleb: Minimal Exposure To The Media As A Guiding PrincipleComments […]
- The LMAX ArchitectureComments […]
- The Encyclopedia of Trading Systems: Quantpedia.comComments […]
- Options Arbitrage In VXX SeriesComments […]
- Disruptor - Concurrent Programming FrameworkComments […]
- How did you decide what trading strategy to use?Comments […]
- High Performance Networking for Low Latency TradingComments […]
- The World According to Nassim Taleb (1997)Comments […]
- Pathetic Model Using VIX To Predict S&P 500