2014-05-27
Overlapping vs. Non Overlapping
2014-05-17
VIX computation
2014-05-15
Defending HFT
2014-05-06
Outlier treatment
2014-05-05
highfrequency – R package
2014-04-16
Volatility understanding – Reality check
2014-03-07
Are these the signs that HFT is dying
2014-01-17
One Security, Many Markets …
2014-01-15
Trading Costs and Returns for US Equities
2013-12-31
Inferring Trade Direction from Intraday Data
2013-12-31
One Day in the Life of a Very Common Stock
2013-12-20
Hasbrouck on EMM
2013-12-17
Broken Markets - Review
2013-12-14
Death of Open Outcry Markets
2013-12-03
The Unfinished game – Review
2013-09-08
The Signal and the Noise : Review
2013-06-30
The Buy Side : Review
2013-04-30
Brownian Motion Calculus - Review
2013-04-30
Stochastic Calculus for Finance II : Review
2013-04-18
Financial Calculus : Review
2013-04-17
The Physics of Wall Street : Review
2013-04-03
Stochastic Calculus for Finance – I : Review
2013-03-22
Basic Black Scholes : Review
2013-03-07
Movie on HFT
2013-02-10
The Success Equation : Review
2013-02-09
HFT Cartoons
2013-02-09
The Problem of HFT : Review
2013-01-20
Automate this : Review
2012-12-15
Pitfalls of Backtesting
2012-08-03
Knight Capital – Will it become extinct
2012-07-28
Future Babble : Summary
2012-07-22
Dark Pools : Summary
2012-03-31
Algo trading norms
2012-03-10
SEBI on HFT
2012-02-02
HFT hitting BRICS
2012-01-24
Million Dollar Traders
2012-01-22
Speed Traders : Summary
2012-01-18
The High-Frequency Game Changer : Summary
2012-01-15
Gold Info visual
2012-01-08
Pricing the Future : Summary
2012-01-08
Sign of things to come
2012-01-03
I-banking bubble
2011-12-28
Algorithmic Trading & DMA
2011-12-18
How I became a Quant : Summary
2011-12-15
How HDFC Bank Is Triumphing in India
2011-12-12
EU Collapse