meta user
network profile
| bio | website | fosstrading.com |
|---|---|---|
| location | St Louis, MO | |
| age | 32 | |
| visits | member for | 2 years, 3 months |
| seen | 17 hours ago | |
| stats | profile views | 315 |
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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Dec 29 |
comment |
What are some “Must Know” investment/portfolio management theories out there? What is the purpose of your question? Asking for a list of theories isn't in the spirit of this site. |
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Dec 29 |
revised |
What are some “Must Know” investment/portfolio management theories out there? punctuation, grammar, remove redundant last paragraph |
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Dec 9 |
comment |
What tools and libraries may be used to model limit/stop systematic trading? Have you looked at quantstrat et al? |
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Dec 5 |
revised |
What is the precision of standard deviation estimates with small samples? deviation from mean should be squared |
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Nov 23 |
answered | What's the difference between SA and SAAR? |
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Nov 15 |
accepted | What are the advantages / disadvantages of the ANTICOR algorithm? |
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Nov 15 |
accepted | Are there any standard MBS coupon stack models? |
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Nov 15 |
comment |
Fitting a generalized logistic distribution Thanks for your suggestions; I tried both. Using constraints caused an edge-case segfault in the NL2SOL optimizer I was using. A global optimizer (differential evoloution via DEoptim in R) produced different parameter estimates, but similar function values. So, the real answer to my question is that the functional form is incorrect in the cases where the estimates are "poor". |
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Nov 15 |
accepted | Fitting a generalized logistic distribution |
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Nov 7 |
revised |
time series management system replace "subjective" question with one that's more answerable |
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Oct 30 |
awarded | Popular Question |
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Oct 7 |
comment |
How to Calculate Risk of Ruin possible duplicate of How to estimate the probability of drawdown / ruin? |
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Oct 7 |
answered | How to optimally allocate capital among trading strategies? |
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Sep 30 |
comment |
Fitting a generalized logistic distribution @bill_080: we're simply holding some terms constant at 1 (e.g. $v=1$ and $Q=1$). Sorry I didn't mention that in my question. |
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Sep 30 |
revised |
Fitting a generalized logistic distribution added 6 characters in body |
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Sep 30 |
asked | Fitting a generalized logistic distribution |
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Sep 23 |
comment |
How to compute modified-CVaR in the PerformanceAnalytics package? @QuantGuy: thanks for the edit. I'm a bit sick and my mind is extra-foggy. ;-) |
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Sep 23 |
answered | How to compute modified-CVaR in the PerformanceAnalytics package? |
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Sep 22 |
answered | What position-sizing methods are used in futures trading? |
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Sep 8 |
comment |
Where to download list of all common stocks traded on NYSE, NASDAQ and AMEX? Very nice! I'll have to add a function to TTR to access these files. |
