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

May
23
asked Earnings and valuation data sources online
Apr
28
comment Quantmod: what's the difference between ROC(Cl(SPY)) and ClCl(SPY)
Thanks for the information. Which type of returns does PerformanceAnalytics expect when calculating things like sharpe ratio or charting equity?
Apr
27
comment Quantmod: what's the difference between ROC(Cl(SPY)) and ClCl(SPY)
What I want to do is generate a series of returns that I can modify with a simple -1/1 trading system, and then pass to PerformanceAnalytics::charts.PerformanceSummary to plot my equity, returns, and drawdowns.
Apr
27
accepted Quantmod: what's the difference between ROC(Cl(SPY)) and ClCl(SPY)
Apr
27
revised Quantmod: what's the difference between ROC(Cl(SPY)) and ClCl(SPY)
added 86 characters in body
Apr
27
awarded  Editor
Apr
27
revised Quantmod: what's the difference between ROC(Cl(SPY)) and ClCl(SPY)
added 213 characters in body
Apr
27
asked Quantmod: what's the difference between ROC(Cl(SPY)) and ClCl(SPY)
Apr
26
comment Maximum friction-free trades
You're right, but I'm still planning to buy and sell 1 ETF more than 25 times in a 12-month period
Apr
22
comment Maximum friction-free trades
Gotcha, that makes sense. I guess Vanguard isn't making the market for their own ETFs?
Apr
21
awarded  Scholar
Apr
21
accepted Maximum friction-free trades
Apr
21
comment Maximum friction-free trades
So I could trade a Shwab ETF 100x a day, commission free? Why do they allow this, while vanguard does not?
Apr
21
comment What types of neural networks are most appropriate for trading?
I'm not sure it's appropriate to classify support vector machines as a type of neural network.
Apr
21
comment How 'High' is the frequency in HFT?
All three of your links are dead. Can you update them?
Apr
21
awarded  Student
Apr
21
awarded  Supporter
Apr
21
asked Maximum friction-free trades