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network profile
| bio | website | fosstrading.com |
|---|---|---|
| location | St Louis, MO | |
| age | 32 | |
| visits | member for | 2 years, 3 months |
| seen | 1 hour ago | |
| stats | profile views | 314 |
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.
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Aug 23 |
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What is the best data structure/implementation for representing a time series? Or xts, which extends zoo. |
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Aug 16 |
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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. |
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Aug 16 |
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How to get a list of stocks symbol of a specific exchange? There's TTR::getYahooData, but I would just use quantmod::getSymbols. |
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Aug 16 |
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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. |
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Aug 16 |
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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. |
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Aug 16 |
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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 |
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Aug 12 |
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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. |
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Aug 11 |
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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? |
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Aug 7 |
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What would be the impact of the US Credit Rating downgrade on Crude Oil Prices? This question is a poll/opinion. From the FAQ: Chatty, open-ended questions diminish the usefulness of our site and push other questions off the front page. |
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Jul 25 |
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robust portfolio optimization re-balancing with transaction costs Good suggestions... but I'll help out since you're not an R guy. :) The Portfolio-Analytics Brian mentions isn't related to R-metrics; he's referring to the PortfolioAnalytics package on R-forge. |
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Jul 18 |
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Please Explain the Debt to China @robertlewis2001: you'd be much better served by starting with this Wikipedia article on the balance of trade. It provides more than the mercantilist view. You would also benefit from understanding the current account and balance of payments and avoiding nonsense spouted on in the global financial news (except publications like The Economist and Financial Times). |
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Jul 14 |
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Please Explain the Debt to China -1: This post contains several factual errors (e.g. please provide supporting studies that show trade deficits cause nations to become poorer). It also only represents a extreme mercantilist view. It would have been nice to note that a big reason China exports so much and buys so many Treasury bonds is that it pegs the Yuan to the USD. Regardless, this question is very off-topic for this site. |
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Jun 30 |
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Optimality of Kelly criterion in non-normal environment According to the talk slides, they argued that Fractional Kelly strategies were only optimal in a Merton world. |
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Jun 18 |
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Who cares about autocorrelation? @Milktrader: error terms and residuals are synonyms. If the residuals are autocorrelated, you should first reconsider your model specification. Any good book on applied econometrics (specifically time-series) should have a chapter on model specification. I've found Kennedy to be a useful reference. |
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Jun 18 |
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Alternate money management strategies to Kelly? Kelly is mathematically growth optimal but most investors' objective is not unconstrained growth maximization, so it's not usually optimal in a practical sense. |
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May 25 |
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Tradable Volatility How is this different than Trading a synthetic replication of the VIX index? |
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May 23 |
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Free intra-day equity data source @Zach: I don't know. Check their website and/or contact them to discuss your specific situation. |
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Apr 25 |
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How are correlation and cointegration related? As I said in my comment to @NYCBrit, "I would agree that correlation between first differences of a series does not tell you anything about cointegration of their levels, but it doesn't help you understand how the two concepts relate to one another." In short, this doesn't help answer the question. |
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Apr 22 |
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Free market data (delayed or snapshot) I'm glad someone has found that post helpful. |
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Apr 22 |
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Free market data (delayed or snapshot) I'm pretty sure any data distributor is going to have prohibitions against re-distribution. |
