134 reputation
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visits member for 1 year, 9 months
seen Oct 17 at 16:01

Sep
9
awarded  Notable Question
May
14
awarded  Tumbleweed
May
7
asked Where can I find ADF library in c#
Feb
12
comment Stock Price Question
@RndmSymbl Could you show me the worked out numbers step by step pls.
Feb
11
awarded  Commentator
Feb
11
comment Stock Price Question
@LouisMarascio Feels like it! But no it is not.
Feb
11
asked Stock Price Question
Nov
28
comment Do you have historical tick data you want to donate?
@JonathanEvans I would be interested in those Python scripts please. Perhaps we could "chat" about it.
Nov
26
awarded  Popular Question
May
20
comment Quality of GAINDATA timestamps
My issue is more whether I can compare tick from different sources. If Index A comes in at 12:00:01.001 and Forex B comes in at 12:00:01.001 - did they in reality arrive at the same moment? Tom - are you willing to share what you other source of data is?
May
20
comment Quality of GAINDATA timestamps
How can I improve my question - if I am not told the reason for a downvote? I am trying to learn.
May
19
revised Quality of GAINDATA timestamps
added 17 characters in body
May
19
comment Quality of GAINDATA timestamps
@chrisaycock I see you edited out my question about why a downgrade. I am still confused why this is happening. I would appreciate it if you could throw a little light on that for me. Then I can frame the question in a better way for you.
May
18
awarded  Editor
May
18
revised Quality of GAINDATA timestamps
added 107 characters in body
May
17
asked Quality of GAINDATA timestamps
Apr
29
asked How to use PCA for trading
Apr
26
comment How replicate data using PCA
@SRKX - Yes that's exactly where I am trying to go. I have added a comment on that question - as I do not understand your final suggestion.
Apr
26
comment How to make the final Interpretation of PCA?
@SRKX "In terms of factor analysis, you could sum the absolute value for each row of U; the vector with the highest score would be a good candidate I think." Candidate to do what? How would you use it to reach a trading decision?
Apr
26
comment How replicate data using PCA
@SRKK I understand it is possible to apply the eigenvectors to the original data (not sure of exactly how) and generate a new timeseries that looks very much like unleaded BUT is based on just a subset of the principa components.