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  1. martingaletrader

    limit order book introduction

    I was looking at how the limit order book works and couldn't find a suitable introduction book or tutorial that explains this stuff from the ground up. Basics of limit order books and dynamics. I did see some papers but they are kind of advanced. Any ideas?
  2. martingaletrader

    need help with managing high frequency data

    hi all, I mainly work with derivative pricing models. I have been asked to look at high frequency data. Are there any packages in matlab or R that I can use. I couldn't find anything - or maybe I am being ignorant. This is my first introduction to tick by tick data and I need to clean the...
  3. martingaletrader

    Quant Finance is Dead!!

    With the regulatory changes and capital requirements, future for quant finance and quant careers is doomed. All banks are cutting back. Too many MFE programs. CS, UBS, and a host of other banks including GS will be cutting jobs. It is looking bad. The crises and neurosis in the markets mean...
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