2,766 reputation
1034
bio website fitnr.com
location Houston, TX
age 34
visits member for 2 years, 10 months
seen 1 hour 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
10
comment How fast is QuickFix ?
Thanks for the additional data! Can you edit you answer and include it there? That way it won't be missed if folks aren't reading comments. I'm out of votes right now, but will up vote you in a few hours.
Sep
10
awarded  Citizen Patrol
Sep
10
comment How fast is QuickFix ?
Welcome to quant.SE! Can you elaborate a bit on your usage of QuickFixJ? How many orders per day? Do you measure order to accept latency? Some informative stats about your usage would be very interesting.
Sep
10
revised Are there any good tools for back testing options strategies?
rephrase title as a question
Sep
10
comment Do you have historical tick data you want to donate?
They pay handsomely for the data and the right to let people download/view it. Also, daily data is not considered that valuable. It's the intraday stuff that the exchanges consider to be worth its weight in gold. Where intraday data is available, like on Yahoo, no history is made available. Yahoo licenses their intraday data from BATS, so even though you're getting the "real-time" quote, its only what's displayed on BATS Z.
Sep
10
suggested suggested edit on Are there any good tools for back testing options strategies?
Sep
9
comment Do you have historical tick data you want to donate?
And unless you're willing to track all users of your data no venue that I know will sign you on as a distributor. Market data is big money for exchanges and they are very strict about license compliance.
Sep
9
comment Do you have historical tick data you want to donate?
Both. To be clear, markets license market data for redistribution and direct use. Being licensed for direct use, which traders like myself are means we have no rights to re-distribute that data beyond our organization and must pay per use within our firm. Being a distributor carries with it additional cost that is collected from the resulting end user and often times requires that the data be modified in significant way. If I were to upload to you ITCH data from NASDAQ, I would be in serious violation of their licensing terms.
Sep
9
answered What tools exist for order book analysis and visualization?
Sep
9
revised How do I price OANDA box options?
rephrase title as a question
Sep
9
suggested suggested edit on How do I price OANDA box options?
Sep
9
revised What are the risk factors in analysing strategies?
rephrase title, cleanup body, spelling
Sep
9
suggested suggested edit on What are the risk factors in analysing strategies?
Sep
9
comment What tools exist for order book analysis and visualization?
I'm out of votes, but never fear I won't forget and will vote up your answer in a few hours.
Sep
9
comment Is Scala used in trading systems
In point #2 above, I presume you meant "where performance is not the top priority"? I didn't want to just edit that, since it changes the meaning of the entire point.
Sep
9
comment What tools exist for order book analysis and visualization?
I think this is the package limitob. Perhaps they just renamed it?
Sep
9
comment Time Series Regression with Overlapping Data
I didn't see any votes to close it so I edited it to clean it up and get it some attention.
Sep
9
answered How can I quantitatively test the validity of momentum indicators?
Sep
9
revised How can I quantitatively test the validity of momentum indicators?
spelling, grammar
Sep
9
suggested suggested edit on How can I quantitatively test the validity of momentum indicators?