Abstract This paper provides a guide to high-frequency option trade and quote data disseminated by the Options Price Reporting Authority (OPRA). We present comprehensive overview of U.S. market, including details on market regulation trading processes for all 16 constituent exchanges. review existing literature that utilizes options data, summarizes general structure OPRA dataset, presents thor...

“Those who cannot remember the past are condemned to repeat it” [1]. The famous quote from Hispanic American philosopher George Santayana reminds us of the critical importance of constantly reflecting on the most important lessons garnered from both our own personal experiences and those of our peers. In 49 years of academic orthopedic practice, I have frequently reflected on the most important...

Ever since the first volume of the Encyclopédie was published in 1751, critics have complained about its liberal, and often unacknowledged, borrowings from other sources.1 The impression that this work, often hailed as the masterpiece of the Enlightenment, was merely cobbled together from bits and pieces of other books was reinforced by the composition method of the most prolific contributor, t...

BACKGROUND Consensus on how to adequately measure patient satisfaction with health care is limited, and has led to the development of many questionnaires with various methodological problems. The objective of this study was to develop a liver disease- and care-specific patient satisfaction instrument on the basis of previously tested methodology in patient satisfaction measurement, the so calle...

This column examines and evaluates several techniques for developing multi-threaded servers. The server we’re examining mediates access to a stock quote database. Desktop client applications operated by investment brokers interact with our server to query stock prices. As with our previous columns, we’ll compare several ways to program multi-threaded quote servers using C, C++ wrappers, and CORBA.

This column examines and evaluates several techniques for developing multi-threaded servers. The server we’re examining mediates access to a stock quote database. Desktop client applications operated by investment brokers interact with our server to query stock prices. As with our previous columns, we’ll compare several ways to program multi-threaded quote servers using C, C++ wrappers, and CORBA.

“Don’t quote me on that!”