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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 Managing Bloomberg logins in a campus 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
Sep
4
comment ROC: difference between discrete and continuous?
@DarrenCook: user508 is probably referring to Return.Calculate and Calculate.Returns. Most PerformanceAnalytics functions that take a return vector have default to simple returns (and therefore geometric chaining).
Sep
3
revised ROC: difference between discrete and continuous?
ROC is in TTR, not quantmod
Sep
3
answered ROC: difference between discrete and continuous?