1,881 reputation
2926
bio website fosstrading.com
location St Louis, MO
age 33
visits member for 3 years, 2 months
seen 12 hours ago

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.


Dec
17
awarded  Popular Question
Dec
9
awarded  Favorite Question
Dec
3
comment How does Interactive Broker's historical data compare to other alternatives?
This question appears to be off-topic because it is something only the data vendor can answer definitively.
Dec
2
comment What does it mean by “labor taxes cut is self-financed”?
This question appears to be off-topic because it is about introductory economics, not quantitative finance.
Nov
25
comment download intra day data
They want intraday data, not end-of-day.
Oct
25
comment Market making: buy on bid/sell on ask
You're going to attract a lot of negative attention by asking for "laymen's terms" definitions of simple concepts. This site is meant for professionals who practice quantitative finance on a daily basis.
Oct
24
answered How to plot custom hourly data into R with quantmod?
Oct
21
comment ADF test in R yielding perfect cointegration. How is this possible?
The answer to your question is still the same. Remove all the observations where the first difference is zero and the p-value will drop: adf.test(sprd3[diff(sprd3)!=0]).
Oct
21
revised ADF test in R yielding perfect cointegration. How is this possible?
correction and clarification
Oct
21
answered ADF test in R yielding perfect cointegration. How is this possible?
Oct
21
revised Fama-French 3-factor model: factors implying risk
minor spelling/capitalization
Oct
21
reviewed Reject suggested edit on How good is managed code for algo trading?
Oct
20
comment Examples of Spectral Risk Measures
This is a bit broad, and could lead to list-like answers. Could you provide more details on what you're actually trying to accomplish?
Sep
13
awarded  Nice Answer
Sep
1
comment Inferring the maximum drawdown depth for a different sample size
Not without making some assumptions about the distribution of the trades. The only thing you can infer is that the maximum drawdown for 100 trades will be <= 50%.
Aug
12
comment Is HMM of Volatility any different from a simple filter?
Cross-posted to NP.
Aug
6
comment Black-Scholes in Delphi
This question appears to be off-topic because it is too localized, since the issue was an incorrect function input.
Aug
5
awarded  Announcer
Jul
29
comment Non-intuitive correlation between S&P sector indexes and economic indicators
Are you using real-time data?
Jul
29
comment Data source for historical Share Outstanding totals for individual stocks?
"That's it"? I did what you suggested for Microsoft and got, "539,748 results for "MSFT outstanding shares". Page 1 / 26988". If you're going to say "that's it", at least tell people to search for "<ticker> number of shares outstanding" where the first result is what they're looking for.