Matt Wolf

Tokyo, Japan

top accounts reputation activity favorites subscriptions

Why does IEumerator<T> affect the state of IEnumerable<T> even the enumerator never reached the end?

c# ienumerable ienumerator textreader asked Dec 26 '12 at 10:53

stackoverflow.com

8 votes

Database recommendations needed -> Columnar, Embedded (if possible)

c# sql database api concurrency asked Nov 5 '12 at 1:19

stackoverflow.com

7 votes

RabbitMQ transfer rates speed up?

c# erlang rabbitmq producer-consumer asked Mar 5 '12 at 16:03

stackoverflow.com

7 votes

Generic type passing and usage, can I do the following?

c# generics reflection interface asked Dec 21 '12 at 12:28

stackoverflow.com

6 votes

Wakeup PC upon mouse click but not mouse move

windows mouse sleep wake-up asked Feb 15 at 9:30

superuser.com

5 votes

Is this a job for TPL Dataflow?

c# concurrency producer-consumer tpl-dataflow asked Jun 15 '12 at 14:46

stackoverflow.com

5 votes

TPL Dataflow, whats the functional difference between Post() and SendAsync()?

c# concurrency message-passing tpl-dataflow asked Nov 28 '12 at 6:44

stackoverflow.com

Top Answers

Why do we use GARCH(1,1) to predict volatility?

quant.stackexchange.com

Is MATLAB-generated code good enough for use in live trading?

quant.stackexchange.com

When hiring a quant, how can I protect my IP?

quant.stackexchange.com

Implications of the Riemann hypothesis in finance?

quant.stackexchange.com

What are the options for a mathematician to break into QF without working for a fund?

quant.stackexchange.com

Applications of Fourier theory in trading

quant.stackexchange.com

Reseach on when people/institutions sell?

quant.stackexchange.com

Profit estimation with a dice: 10 dollars for 6, -1 dollar for anything else

quant.stackexchange.com

Kalman Filter Equity Example

quant.stackexchange.com

What are the advantages/disadvantages of these approaches to deal with volatility surface?

quant.stackexchange.com

Square root of time

quant.stackexchange.com

Call vs. Put Option

quant.stackexchange.com

Tutorial for working with tick data?

quant.stackexchange.com

Usefulness of simultaneously buying triangular and multiple arbitrages on the Forex

quant.stackexchange.com

With there being such a high demand for electronic trading or just trading in general why are market hours so limited?

quant.stackexchange.com

How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?

quant.stackexchange.com

Is this a common variation of sharpe ratio?

quant.stackexchange.com

Library of basic indicators

quant.stackexchange.com

Trade execution in HFT - role of quants

quant.stackexchange.com

When gains are made: Overnight or during trading hours? What is the connection to volatility?

quant.stackexchange.com

How to Delta Hedge with Futures?

quant.stackexchange.com

easy one step option replication

quant.stackexchange.com

Determining portfolio risk return in R given historical data for individual holdings?

quant.stackexchange.com

How do we use option price models (like Black-Scholes Model) to make money in practice?

quant.stackexchange.com

The Basis of Using Technical Indicators as Inputs

quant.stackexchange.com

Why FX Vanilla Options are quoted in volatility

quant.stackexchange.com

Do futures have predictive value?

quant.stackexchange.com

how to derive yield curve from interest rate swap?

quant.stackexchange.com

How do you know if if an option is priced correctly?

quant.stackexchange.com

Implied Volatility Calculation

quant.stackexchange.com