2,636 reputation
1033
bio website fitnr.com
location Houston, TX
age 34
visits member for 2 years, 7 months
seen 8 hours 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
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?
Sep
9
revised How does left tail risk differ from right tail risk?
rephrase title
Sep
9
suggested suggested edit on How does left tail risk differ from right tail risk?
Sep
9
comment Tradable Volatility
Agree with Josh. This is an exact duplicate. Voting to close.
Sep
9
comment How to forecast volatility using high-frequency data?
The links to Almgrem's lecture notes and class at NYU are very nice. Some good reading in there.
Sep
9
comment How to forecast volatility using high-frequency data?
The link to the second paper should now be correct.
Sep
9
suggested suggested edit on How to forecast volatility using high-frequency data?
Sep
9
revised How useful is Markov chain Monte Carlo for quantitative finance?
remove signature
Sep
9
suggested suggested edit on How useful is Markov chain Monte Carlo for quantitative finance?
Sep
9
revised Time Series Regression with Overlapping Data
remove signature
Sep
9
suggested suggested edit on Time Series Regression with Overlapping Data
Sep
9
comment Efficiently storing real-time intraday data in an application agnostic way
Out of curiosity, what type of queries are you performing on your data store using FastBit. Just temporal? Do you also query based on price, etc?
Sep
9
revised Can the J language be used as an effective alternative to Q/Kdb+?
added 236 characters in body
Sep
9
comment Can the J language be used as an effective alternative to Q/Kdb+?
How does kdb+ compare to J's JDB? This might also be a separate question all together I suppose.
Sep
9
revised Time Series Regression with Overlapping Data
code formatting, cleanup
Sep
9
awarded  Investor