meta user
network profile
| bio | website | moderntoolmaking.blogspot.com |
|---|---|---|
| location | San Francisco, CA | |
| age | 26 | |
| visits | member for | 2 years, 2 months |
| seen | May 18 at 21:10 | |
| stats | profile views | 48 |
I'm a data hacker! http://www.kaggle.com/users/6696/zach
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Aug 18 |
accepted | How to reconstruct a discontinued economic time series such as the Fed's CP rate? |
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Aug 18 |
comment |
How do I replicate John Hussman's recession forecasting methodology? Also, I already have a yield curve variable: 3 month vs 10yr treasuries. How much of an improvement would your yield curve variable provide (2yr vs 10yr)? Why look at just the upper portion of the yield curve, rather than the whole thing? |
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Aug 18 |
comment |
How do I replicate John Hussman's recession forecasting methodology? What does CMT stand for again? |
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Aug 10 |
accepted | How do I replicate John Hussman's recession forecasting methodology? |
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Aug 10 |
revised |
How do I replicate John Hussman's recession forecasting methodology? deleted 910 characters in body |
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Aug 9 |
revised |
How do I replicate John Hussman's recession forecasting methodology? added 3973 characters in body |
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Aug 9 |
asked | How to reconstruct a discontinued economic time series such as the Fed's CP rate? |
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Aug 9 |
revised |
How do I replicate John Hussman's recession forecasting methodology? added 27 characters in body |
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Aug 9 |
comment |
How do I replicate John Hussman's recession forecasting methodology? Thanks for the 3 month vs 3 year tip, that is clearly a mistake on my part. Any advice on re-creating the commercial paper index, using the new Financial/Non Financial commercial paper indices? Thanks for the advice. |
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Aug 9 |
comment |
How do I replicate John Hussman's recession forecasting methodology? @sheegaon: Of course, thanks. |
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Aug 9 |
comment |
How do I replicate John Hussman's recession forecasting methodology? @sheegaon: I first wanted to make sure I was using the correct data. For example, when he says "commercial paper" is "3-Month AA Financial Commercial Paper Rate" from FRED what I'm looking for? |
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Aug 9 |
comment |
How do I replicate John Hussman's recession forecasting methodology? "I won't be too religious about actual figures like '1.3%'": Right now I'm trying to replicate John Hussman's methodology. Once I have that figured out, I'm planning to calibrate my own model. |
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Aug 9 |
comment |
How do I replicate John Hussman's recession forecasting methodology? What are CP markets? |
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Aug 9 |
comment |
How do I replicate John Hussman's recession forecasting methodology? @Quant Guy: Could you link to some data sources for those indicators? Primarily the 1st two: leading economic indicators and credit spreads for high grade vs investment grade firms. I think I can find my own data for industrial production and commodity prices (but I welcome direction there too!). |
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Aug 8 |
revised |
How do I replicate John Hussman's recession forecasting methodology? added 18 characters in body |
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Aug 8 |
asked | How do I replicate John Hussman's recession forecasting methodology? |
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Aug 4 |
accepted | Are there any brokerages which use URL-based web APIs? |
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Aug 3 |
asked | Are there any brokerages which use URL-based web APIs? |
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Jul 28 |
comment |
Free paper trading site with an API Great, thank you. |
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Jul 27 |
accepted | Free paper trading site with an API |
