1,881 reputation
2926
bio website fosstrading.com
location St Louis, MO
age 33
visits member for 3 years, 2 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.


Oct
30
awarded  Popular Question
Oct
7
comment How to Calculate Risk of Ruin
possible duplicate of How to estimate the probability of drawdown / ruin?
Oct
7
answered How to optimally allocate capital among trading strategies?
Sep
30
comment Fitting a generalized logistic distribution
@bill_080: we're simply holding some terms constant at 1 (e.g. $v=1$ and $Q=1$). Sorry I didn't mention that in my question.
Sep
30
revised Fitting a generalized logistic distribution
added 6 characters in body
Sep
30
asked Fitting a generalized logistic distribution
Sep
23
comment How to compute modified-CVaR in the PerformanceAnalytics package?
@QuantGuy: thanks for the edit. I'm a bit sick and my mind is extra-foggy. ;-)
Sep
23
answered How to compute modified-CVaR in the PerformanceAnalytics package?
Sep
22
answered What position-sizing methods are used in futures trading?
Sep
8
comment Where to download list of all common stocks traded on NYSE, NASDAQ and AMEX?
Very nice! I'll have to add a function to TTR to access these files.
Aug
23
comment What is the best data structure/implementation for representing a time series?
Or xts, which extends zoo.
Aug
19
answered Why does this Co-integrated basket look too good to be true?
Aug
16
comment How to get a list of stocks symbol of a specific exchange?
@Dwin: looks like you're using TTR_0.20-2. stockSymbols is broken in that version. I really need to push an update to CRAN. Also, it doesn't eliminate any symbols.
Aug
16
comment How to get a list of stocks symbol of a specific exchange?
There's TTR::getYahooData, but I would just use quantmod::getSymbols.
Aug
16
comment How to get a list of stocks symbol of a specific exchange?
Unfortunately, TTR on CRAN is still broken. I don't know of a function to download symbols from any other exchanges.
Aug
16
comment How to get a list of stocks symbol of a specific exchange?
TTR::stockSymbols does this for you. See the two links in my comment to the OP.
Aug
16
comment How to get a list of stocks symbol of a specific exchange?
Related to: How can i see all available data series from quantmod package? and Downloading Yahoo stock prices in R
Aug
14
revised Is there a quantitative finance ranking system for universities?
correct spelling in title
Aug
12
comment Where to download list of all common stocks traded on NYSE, NASDAQ and AMEX?
@Owe: I answered on R-SIG-Finance. Basically, the file changed and I haven't pushed the update to CRAN yet. The R-Forge version of TTR works. Sorry for the confusion.
Aug
11
comment How did bans on short-selling affect the derivatives markets?
I agree with @sheegaon. This question is likely to generate debate and speculation rather than "facts, references, or specific expertise". Perhaps you can re-phrase to encourage answers that focus on the models, event-studies, etc. that investigate effects of short-selling bans?