meta user
network profile
| bio | website | fosstrading.com |
|---|---|---|
| location | St Louis, MO | |
| age | 32 | |
| visits | member for | 2 years, 3 months |
| seen | 13 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.
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Apr 29 |
comment |
How could covariance help with pattern prediction? Sample statistics and trend analysis are not sufficient to make a question on-topic. As @chrisaycock (and the FAQ) state, the site is for professionals (industry/academic). As it currently stands, your question is not indicative of a professional level. |
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Apr 10 |
comment |
How to detect and adjust for stock splits? Don't do this. It's much better to use quantmod::adjustOHLC with Yahoo data. When use.Adjusted=FALSE (the default), the function pulls the split and dividend data from Yahoo and calculates the ratios manually. |
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Apr 10 |
awarded | Nice Answer |
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Apr 8 |
reviewed | Approve suggested edit on Testing Significance of Correlation |
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Apr 8 |
answered | Software for backtesting outside strategies (CSV transaction upload) |
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Apr 2 |
comment |
Stochastic modelling of derivatives on dividends This is very broad (you have at least 5 questions). You'd likely get (better) answers if you split this into 2-4 more specific questions. |
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Mar 22 |
awarded | Vox Populi |
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Mar 22 |
answered | Market weights for Black-Litterman |
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Feb 6 |
comment |
Multiple (linear) regression @Freddy: I agree with you; just playing devil's advocate. |
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Feb 6 |
comment |
Multiple (linear) regression @Freddy: I didn't vote to close, but this is close to "Could someone help me develop a trading strategy?" and therefore some may deem it's off-topic according to the FAQ. |
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Feb 5 |
comment |
Daily returns using adjusted close @Marcus: from looking at the entire history, it seems the 5/1 stock split was on 1994-06-20, not 2006-06-19. |
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Feb 5 |
revised |
NYSE binary data, convert to ASCII add link to perl::unpack |
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Feb 5 |
answered | NYSE binary data, convert to ASCII |
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Feb 5 |
comment |
How to simulate one-minute bars data from one-day bars? @Quartz: not all scaling will change the first and last observations. You could calculate the line between the start and end points and shift all the observations above (below) that line by the required factor to reach the high (low) for the period. |
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Feb 4 |
comment |
Yield Curve construction FRED API |
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Jan 31 |
awarded | Yearling |
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Jan 18 |
answered | How to simulate one-minute bars data from one-day bars? |
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Dec 20 |
comment |
Using the termstrc package in R You might want to try the YieldCurve package. I found it easier to use. |
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Dec 18 |
comment |
Target daily ROI for a market-making algorithm Aim for something > 0%. |
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Dec 14 |
comment |
Control Bloomberg logins in a library <HELP><HELP> <Ctrl>+C <Ctrl>+V |
