2,636 reputation
1033
bio website fitnr.com
location Houston, TX
age 34
visits member for 2 years, 7 months
seen 6 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.


Feb
22
reviewed Approve suggested edit on Risk management of options
Jan
24
reviewed Approve suggested edit on What are DGTW adjusted returns?
Jan
21
reviewed Reject suggested edit on How can I go about applying machine learning algorithms to stock markets?
Jan
3
reviewed Approve suggested edit on Optimization: Factor model versus asset-by-asset model
Dec
23
reviewed Reject suggested edit on How can I go about applying machine learning algorithms to stock markets?
Nov
21
reviewed Approve suggested edit on Finding Probabilities Using The Binomial Model
Sep
16
reviewed Approve suggested edit on IB TWS & API, without IB account?
Sep
9
reviewed Satisfactory Trend in Cointegration relationship
Sep
9
reviewed Satisfactory Calculating most profitable arbitrage orders on multiple market with fixed and variable fees
Sep
9
reviewed Excellent Measuring and proxies for leverage in the financial system
Sep
9
reviewed Satisfactory What is the significance of Relative Risk Aversion
Sep
9
reviewed Excellent Cointegrating relationships - Johansen in R
Sep
9
reviewed Excellent How to most optimally perform currency conversions when backtesting on portfolio level?
Sep
9
reviewed Satisfactory Typical risk aversion parameter value for mean-variance optimization?
Sep
9
reviewed Satisfactory How to tune Kalman filter's parameter?
Sep
9
reviewed Satisfactory Regression of Unequally Weighted Portfolio against a Single Index
Sep
9
reviewed Satisfactory Why is the mean time-dependent in the Hull-White interest rate model?
Jul
16
reviewed Approve suggested edit on Cointegrating relationships - Johansen in R
Jun
1
reviewed Approve suggested edit on Any one know how to implement the Heston and Rouwenhorst country-sector effects regression in R?
May
7
reviewed Approve suggested edit on How to implement Maximum Diversification in R?