576 reputation
413
bio website moderntoolmaking.blogspot.com
location San Francisco, CA
age 27
visits member for 3 years, 1 month
seen Feb 24 at 14:18

Sep
1
revised Where can I find a database of ALL ETFs, sorted by age?
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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?
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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?
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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.
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?
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!).
Aug
8
revised How do I replicate John Hussman's recession forecasting methodology?
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Aug
8
asked How do I replicate John Hussman's recession forecasting methodology?
Aug
4
accepted Are there any brokerages which use URL-based web APIs?