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2d
comment Dv01 of Eurodollar futures contract
Have a look at page 8 of this CME pdf
Apr
5
comment Downloading Quotes in CSV format from Yahoo Finance - Beta symbol?
FWIW, gummy-stuff.org is a good reference for yahoo's csv api, but it doesn't include a tag for beta. :-(
Mar
23
comment Tracking delistings on NASDAQ & NYSE
I found this by searching the nasdaq site for "delist" listingcenter.nasdaqomx.com/…
Mar
1
awarded  Yearling
Feb
18
comment Hull's method for the optimal hedge ratio: why?
because T is in the future?
Sep
27
awarded  Nice Answer
Jul
11
comment RCaller & RQuantlib error in java
Already asked on Stack Overflow before cross-posting here.
Jun
22
awarded  Organizer
Jun
22
revised Stepwise Cointegration
edited tags
Jun
4
revised What data sources are available online?
deleted 48 characters in body
Jun
4
comment What data sources are available online?
@classifire thanks, updated.
Apr
2
awarded  Nice Answer
Mar
1
awarded  Yearling
Dec
31
comment Control for bid/ask bounce in high-frequency trade data?
@Shane, please see meta.stackoverflow.com/questions/5234/…
Dec
11
awarded  Enlightened
Dec
10
comment How credible is Knight pointing the finger at Rule 107C?
Don't believe everything you read on Bloomberg; the data is not consistent with that story: nanex.net/aqck2/4008.html
Nov
12
awarded  Nice Answer
Sep
23
comment Trade Count Time Series
You asked if the data was "available somewhere for download or purchase." You don't have to make any trades in order to get the data although you may have to pay something like 10 or 20 dollars a month. You may even be able to get the data with a paper trading account for free.
Sep
23
answered Trade Count Time Series
Aug
9
comment How to simulate cointegrated prices
possible duplicate: quant.stackexchange.com/questions/1027/…