576 reputation
516
bio website moderntoolmaking.blogspot.com
location San Francisco, CA
age 28
visits member for 3 years, 9 months
seen Feb 24 at 14:18

Sep
23
revised How to assign equity analyst recommendations to a common, numeric scale?
edited title
Sep
23
asked How to assign equity analyst recommendations to a common, numeric scale?
Sep
5
accepted Where can I find a database of ALL ETFs, sorted by age?
Sep
1
asked Which ETFs should I use to test my portfolio selection algorithm?
Sep
1
revised Where can I find a database of ALL ETFs, sorted by age?
added 2 characters in body
Aug
31
asked Where can I find a database of ALL ETFs, sorted by age?
Aug
25
awarded  Autobiographer
Aug
18
accepted How to reconstruct a discontinued economic time series such as the Fed's CP rate?
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?
Aug
18
comment How do I replicate John Hussman's recession forecasting methodology?
What does CMT stand for again?
Aug
10
accepted How do I replicate John Hussman's recession forecasting methodology?
Aug
10
revised How do I replicate John Hussman's recession forecasting methodology?
deleted 910 characters in body
Aug
9
revised How do I replicate John Hussman's recession forecasting methodology?
added 3973 characters in body
Aug
9
asked How to reconstruct a discontinued economic time series such as the Fed's CP rate?
Aug
9
revised How do I replicate John Hussman's recession forecasting methodology?
added 27 characters in body
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.
Aug
9
comment How do I replicate John Hussman's recession forecasting methodology?
@sheegaon: Of course, thanks.
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?
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.
Aug
9
comment How do I replicate John Hussman's recession forecasting methodology?
What are CP markets?