1,682 reputation
531
bio website fitnr.com
location Houston, TX
age 33
visits member for 1 year, 8 months
seen yesterday
stats profile views 519

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.


Apr
15
revised Call option arbitrage opportunity
title spelling
Mar
4
revised compute FX forward from broker's data
format table
Feb
19
revised Quick way to check what 'tape' a stock belongs to?
corrected Tape B
Feb
7
revised Which brokers offer a Python stock trading API?
typo
Feb
5
revised Is the Interactive Brokers API suitable for hft?
momentary -> monetary
Nov
24
revised How do I estimate the parameters of an MA(q) process?
added 4 characters in body
Nov
24
revised How do I estimate the parameters of an MA(q) process?
edited body
Nov
24
revised How to calculate historical intraday volatility?
added 2 characters in body
Nov
24
revised Why do ATM call options have a delta of slightly bigger than 0.5 and not 0.5 exactly?
latex edits
Nov
23
revised Calculating log returns using R
make example a code block, latexify math
Nov
23
revised Calculating log returns using R
fix formatting of code example so it isn't a quote
Nov
22
revised How to simulate stock prices using variance gamma process?
rewrite first equation using latex
Nov
19
revised R code for Ornstein-Uhlenbeck process
added 4 characters in body
Nov
19
revised What does “Inst. Own” mean on Google Finance, and how can AOL be 103% “Inst. Own”'d?
edited tags
Nov
19
revised Comparing investment opportunities questions (from interview)
edited tags
Nov
19
revised R code for Ornstein-Uhlenbeck process
edited body
Nov
18
revised What kind of return can an average algorithmic trading firm achieve today?
editted for clarity, grammar, etc
Nov
17
revised Why would a trader quickly flicker an order immediately preceding a tick away?
spelling in title
Nov
17
revised Why is random trading minus transaction costs not zero expected value?
added bits about future midpoint
Nov
17
revised Why is random trading minus transaction costs not zero expected value?
edit title, tcosts -> transaction costs