www.gbkr.com

Welcome to the professional website of Gordon Baker

Articles, research and software

Algorithmic execution

Pre-trade analysis

Limit order book execution

A Java application library for building trading systems

Applications of kdb+ and the q language

Latest:
A barrier diffusion model in q

Other content

Each page contains an expression calculator. Just click on the 'Calculate' link to open it and click again to close it. For advanced expressions you will need to know some JavaScript. There is a separate calculator for statistics on lists

Some bookmarks

An outline résumé

A brief anecdote about this domain name and notes on the design of the site

Contact me at mail@gbkr.com, LinkedIn or on Skype