Joshua Ulrich

1,656 reputation

2621

bio	website	fosstrading.com
	location	St Louis, MO
	age	32
visits	member for	2 years, 3 months
	seen	4 hours ago
stats	profile views	314

My formal education is in economics. My programming skills and computer knowledge are self-taught. I have an uncanny ability to find answers to questions outside my immediate expertise. I have a deep love of learning and I enjoy building / fixing all kinds of things -- software, computer hardware, engines, etc.

	1,656 reputation	bio	website	fosstrading.com	visits	member for	2 years, 3 months
2621 badges		location	St Louis, MO		seen	4 hours ago

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25 Answers

votes activity newest

10	Software for backtesting outside strategies (CSV transaction upload)
10	How to optimally allocate capital among trading strategies?
8	How should I store tick data?
7	How to compute modified-CVaR in the PerformanceAnalytics package?
7	If stock A has a 60% chance of rising, and stocks A and B have 80% correlation, what is the chance of stock B rising?

1,656 Reputation

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5 Questions

votes activity newest

22	How are correlation and cointegration related?
13	How to estimate the probability of drawdown / ruin?
9	What are the advantages / disadvantages of the ANTICOR algorithm?
8	Are there any standard MBS coupon stack models?
7	Fitting a generalized logistic distribution

46 Tags

29 data × 6	10 mbs × 3
20 r × 4	10 probability × 3
17 market-data × 5	10 kelly-criterion
14 position-sizing × 2	10 quant-trading-strategies
11 programming × 2	10 backtesting