1,920 reputation
2929
bio website fosstrading.com
location St Louis, MO
age 33
visits member for 3 years, 10 months
seen 14 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.


Jan
2
comment Finite difference methods
@rads: please accept this answer if it solved your problem.
Jan
2
revised Evaluation volatility with Garch model
remove "above answer" reference; spelling
Jan
2
comment decoding this formula about nominal and real return
This question appears to be off-topic because interpreting badly-written lecture notes is unlikely to be useful to future visitors.
Dec
31
comment Fair interest of mortgages
Default risk is only one of many factors that determine the interest rate on a mortgage (or the price of a MBS). You need to be more specific. This forum is not the appropriate place to ask someone to summarize mortgage pricing or MBS valuation.
Dec
31
awarded  Informed
Dec
31
comment Error message in calculation Implied Volatility
This will not help. See my answer.
Dec
30
answered Error message in calculation Implied Volatility
Dec
30
revised Error message in calculation Implied Volatility
code formatting
Dec
22
comment Bloomberg interest rate interpolation
This question appears to be off-topic because it is a question the data vendor can answer.
Dec
22
comment OF-B1 report - cell A1
This question appears to be off-topic because it is about financial accounting.
Dec
22
revised Pricing credit risky bonds
capitalization; spelling; remove 'thanks'
Dec
22
revised HFT enhancements for FIX (Simple Binary Encoding) vs proprietary protocols performance and cost
punctuation; spelling; remove 'thanks'
Dec
22
revised Get discount factors with limited knowledge?
spelling; remove 'thanks'
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?