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


Feb
11
comment How to calculate correlations(COT report) in R ?
This question is more suited for the r tag on StackOverflow.
Feb
11
awarded  Scholar
Feb
11
accepted How to estimate the probability of drawdown / ruin?
Feb
11
comment What does it mean to modify the factor loadings of a credit risk model?
@user40: you should raise that via this question on meta because there are obviously very divergent views on what this site should promote.
Feb
10
awarded  Commentator
Feb
10
comment How do you correct Max Draw-Down for auto-correlation?
Could you provide the full reference for Lo (2005)?
Feb
10
awarded  Announcer
Feb
10
comment What does it mean to modify the factor loadings of a credit risk model?
en.wikipedia.org/wiki/Factor_analysis
Feb
10
asked How to estimate the probability of drawdown / ruin?
Feb
10
awarded  Editor
Feb
10
revised Is variable binning a good thing to do?
Corrected poor grammar, spelling, punctuation, etc.
Feb
10
suggested suggested edit on Is variable binning a good thing to do?
Feb
10
awarded  Talkative
Feb
9
comment Question about future annuity
@TheBridge: I've been debating the same thing. It's on-topic but uninteresting and a lot like a homework question.
Feb
9
awarded  Student
Feb
9
asked Are there any standard MBS coupon stack models?
Feb
8
awarded  Teacher
Feb
8
answered How do banks actually make money on mortgages
Feb
8
comment basic stock trading strategies
"Those who say don't know. Those who know don't say." --Lao-tzu, Tao Te Ching (via Patrick Burns)
Feb
8
comment How do banks actually make money on mortgages
You need to provide more information about the mortgage than just the rate. What are the other terms of this 2% mortgage? Is it a Fix 30, 15, 10 (doubt it)? Is it a 1-month, 1-year, 2-year, etc. ARM? Is it a balloon? Are there prepayment penalties?