2,636 reputation
1033
bio website fitnr.com
location Houston, TX
age 34
visits member for 2 years, 7 months
seen 18 mins ago

Louis Marascio is an entrepreneur, market hacker, and trouble maker in Houston, TX. He's also a husband and father. Occasionally, he writes a bit of code.


Sep
19
awarded  Revival
Sep
19
answered Do you have historical tick data you want to donate?
Sep
18
awarded  Nice Answer
Sep
16
comment Issues when considering a quantitative trading/finance firm
Mostly whether you're interested in what they trade. If you're a big energy futures guy joining an equities focused firm might not be the best idea. Unless the firm is super secretive you probably know the answer to this question before you get in there.
Sep
15
awarded  Civic Duty
Sep
15
answered Issues when considering a quantitative trading/finance firm
Sep
14
revised Black Scholes and Monte Carlo implementations in Java
code formatting, remove signature
Sep
14
suggested suggested edit on Black Scholes and Monte Carlo implementations in Java
Sep
14
awarded  Altruist
Sep
14
comment What tools exist for order book analysis and visualization?
I have plenty of data. What I need is a tool to help me explore it.
Sep
14
revised Why would an investor trade a variance swap over a volatility swap?
rephrase title as a question
Sep
14
suggested suggested edit on Why would an investor trade a variance swap over a volatility swap?
Sep
14
revised What are some examples of Compound Poisson processes in insurance?
rephrase title, clean up question
Sep
14
accepted What tools exist for order book analysis and visualization?
Sep
14
suggested suggested edit on What are some examples of Compound Poisson processes in insurance?
Sep
14
comment What should be considered when selecting a windowing function when smoothing a time series?
If you get an answer over there please add it here, or a link to it, as an answer.
Sep
13
awarded  Scholar
Sep
13
accepted Can the J language be used as an effective alternative to Q/Kdb+?
Sep
13
comment How do I reproduce the cross-sectional regression in “Intraday Patterns in the Cross-section of Stock Returns”?
It was published in the Journal of Finance 2010 Vol 65 Issue 4. afajof.org/journal/….
Sep
12
comment How do I price OANDA box options?
You could use a GUI automation tool to automate the clicks.