1,671 reputation
2621
bio website fosstrading.com
location St Louis, MO
age 32
visits member for 2 years, 4 months
seen 1 hour ago
stats profile views 316

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.


Apr
19
comment British hedge/mutual funds performance comparison website
This is more a personal finance question than a quantitative question.
Apr
11
comment Keynesian Multiplier
This is a well-asked question, but it's off-topic for this site. It would be perfect for the Economics proposal.
Mar
29
awarded  Enthusiast
Mar
16
comment Time Series Regression with Overlapping Data
Please don't cross-post.
Feb
15
comment What are some examples of non-financial risks and contingency plans?
This seems more business logistics than quantitative finance. How to value / price Key Person Insurance would be more on-topic.
Feb
14
awarded  Organizer
Feb
14
revised How should I store tick data?
Added note about using data in R
Feb
14
suggested suggested edit on How should I store tick data?
Feb
14
answered How should I store tick data?
Feb
12
awarded  Quorum
Feb
11
awarded  Suffrage
Feb
11
comment Reject inference
Nice question; well done!
Feb
11
comment Are there any standard MBS coupon stack models?
@TheBridge: The MBS coupon stack is the series of prices for TBA (to-be-announced) MBS at various coupons. It's not a security, it's a set of securities (like the term structure is a set of bonds over different maturities).
Feb
11
comment Option trading API other than Interactive Brokers
@glyphard: Ouch, that's brutal! So much for that suggestion...
Feb
11
comment Free intra-day equity data source
I thought of this too, but I'm not sure it counts as "free" since you would need at least USD 5,000 (for an IRA) or 3,000 if you are less than 21 years old.
Feb
11
revised Free intra-day equity data source
Made title more specific to question
Feb
11
suggested suggested edit on Free intra-day equity data source
Feb
11
answered Option trading API other than Interactive Brokers
Feb
11
answered Free data on swap options
Feb
11
answered How are prices calculated for commercial/residential mortgage-backed securities?