1,656 reputation
2621
bio website fosstrading.com
location St Louis, MO
age 32
visits member for 2 years, 3 months
seen yesterday
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.


Aug
23
comment What is the best data structure/implementation for representing a time series?
Or xts, which extends zoo.
Aug
19
answered Why does this Co-integrated basket look too good to be true?
Aug
16
comment How to get a list of stocks symbol of a specific exchange?
@Dwin: looks like you're using TTR_0.20-2. stockSymbols is broken in that version. I really need to push an update to CRAN. Also, it doesn't eliminate any symbols.
Aug
16
comment How to get a list of stocks symbol of a specific exchange?
There's TTR::getYahooData, but I would just use quantmod::getSymbols.
Aug
16
comment How to get a list of stocks symbol of a specific exchange?
Unfortunately, TTR on CRAN is still broken. I don't know of a function to download symbols from any other exchanges.
Aug
16
comment How to get a list of stocks symbol of a specific exchange?
TTR::stockSymbols does this for you. See the two links in my comment to the OP.
Aug
16
comment How to get a list of stocks symbol of a specific exchange?
Related to: How can i see all available data series from quantmod package? and Downloading Yahoo stock prices in R
Aug
14
revised Is there a quantitative finance ranking system for universities?
correct spelling in title
Aug
12
comment Where to download list of all common stocks traded on NYSE, NASDAQ and AMEX?
@Owe: I answered on R-SIG-Finance. Basically, the file changed and I haven't pushed the update to CRAN yet. The R-Forge version of TTR works. Sorry for the confusion.
Aug
11
comment How did bans on short-selling affect the derivatives markets?
I agree with @sheegaon. This question is likely to generate debate and speculation rather than "facts, references, or specific expertise". Perhaps you can re-phrase to encourage answers that focus on the models, event-studies, etc. that investigate effects of short-selling bans?
Aug
10
answered Where to download list of all common stocks traded on NYSE, NASDAQ and AMEX?
Aug
10
revised Where to download list of all common stocks traded on NYSE, NASDAQ and AMEX?
spelling, links, remove signature
Aug
7
comment What would be the impact of the US Credit Rating downgrade on Crude Oil Prices?
This question is a poll/opinion. From the FAQ: Chatty, open-ended questions diminish the usefulness of our site and push other questions off the front page.
Aug
1
awarded  Nice Question
Jul
25
comment robust portfolio optimization re-balancing with transaction costs
Good suggestions... but I'll help out since you're not an R guy. :) The Portfolio-Analytics Brian mentions isn't related to R-metrics; he's referring to the PortfolioAnalytics package on R-forge.
Jul
18
comment Please Explain the Debt to China
@robertlewis2001: you'd be much better served by starting with this Wikipedia article on the balance of trade. It provides more than the mercantilist view. You would also benefit from understanding the current account and balance of payments and avoiding nonsense spouted on in the global financial news (except publications like The Economist and Financial Times).
Jul
14
awarded  Citizen Patrol
Jul
14
comment Please Explain the Debt to China
-1: This post contains several factual errors (e.g. please provide supporting studies that show trade deficits cause nations to become poorer). It also only represents a extreme mercantilist view. It would have been nice to note that a big reason China exports so much and buys so many Treasury bonds is that it pegs the Yuan to the USD. Regardless, this question is very off-topic for this site.
Jul
14
awarded  Critic
Jul
6
awarded  Nice Question