1,900 reputation
2928
bio website fosstrading.com
location St Louis, MO
age 33
visits member for 3 years, 7 months
seen 4 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.


Feb
6
comment Multiple (linear) regression
@Freddy: I agree with you; just playing devil's advocate.
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.
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.
Feb
5
revised NYSE binary data, convert to ASCII
add link to perl::unpack
Feb
5
answered NYSE binary data, convert to ASCII
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.
Jan
31
awarded  Yearling
Jan
18
answered How to simulate one-minute bars data from one-day bars?
Dec
20
comment Using the termstrc package in R
You might want to try the YieldCurve package. I found it easier to use.
Dec
18
comment Target daily ROI for a market-making algorithm
Aim for something > 0%.
Dec
14
comment Control Bloomberg logins in a library
<HELP><HELP> <Ctrl>+C <Ctrl>+V
Nov
28
comment Treasury Bond Yield Curves in R
+1 I second this suggestion.
Oct
16
comment Statistical significance of trading systems that use indicators with long lookbacks
Cross-posted on NP (already has one answer).
Oct
13
comment Where do swap rates and/or long-term forward rates come from?
When two interest rates really love each other, they... well... you know.
Oct
7
comment Is it possible to “steal” financial data on publicly traded companies off the internet? Legally, I mean, what is the truth about “data” as a property
Asking for "stories and experience" isn't a good fit for this site.
Oct
1
awarded  Enlightened
Oct
1
awarded  Nice Answer
Sep
21
awarded  Custodian
Sep
13
revised mortgage prepayment model
added CPR -> SMM conversion, fixed link
Sep
13
answered mortgage prepayment model