Quant Mashup - Regressionist
September update, paper trading with IB [Regressionist]
Quitting my job I’ve been working half-time for the past few months, trying to wrap up a major project and pass the baton to someone else. Now I feel like I’ve reached those goals, so I talked to my boss about fully quitting. I worried about quitting, because I thought I might lose whatever
- 3 years ago, 26 Sep 2020, 09:32am -
EDGAR timestamps [Regressionist]
I need precise timestamp in order to study the market reaction to news. Sadly, the SEC has not joined the exchanges in providing nanosecond timestamps from GPS-synced rubidium atomic clocks. Rather, it looks like the best EDGAR timestamps I can get from the SEC are only accurate within a couple of
- 3 years ago, 17 Aug 2020, 03:14am -