2,936 reputation
1336
bio website fitnr.com
location Houston, TX
age 35
visits member for 3 years, 1 month
seen yesterday

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
12
comment How do I price OANDA box options?
You could use a GUI automation tool to automate the clicks.
Sep
12
revised What should be considered when selecting a windowing function when smoothing a time series?
rephrase title
Sep
12
suggested suggested edit on What should be considered when selecting a windowing function when smoothing a time series?
Sep
12
revised What should be considered when selecting a windowing function when smoothing a time series?
rephrase title
Sep
12
suggested suggested edit on What should be considered when selecting a windowing function when smoothing a time series?
Sep
11
revised How do I get the average transition matrix for three consecutive years?
rephrase title as a question, grammar
Sep
11
suggested suggested edit on How do I get the average transition matrix for three consecutive years?
Sep
11
comment What tools exist for order book analysis and visualization?
Nice link, thanks for sharing and welcome to quant.SE! I agree, building your own is not that hard, but I'm always interested to see what exists out there to get ideas. This is the best visualization I've seen, and the features for moving through the day are very nice.
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