meta user
network profile
| bio | website | fosstrading.com |
|---|---|---|
| location | St Louis, MO | |
| age | 32 | |
| visits | member for | 2 years, 3 months |
| seen | 2 days 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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Apr 11 |
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Keynesian Multiplier This is a well-asked question, but it's off-topic for this site. It would be perfect for the Economics proposal. |
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Mar 16 |
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Time Series Regression with Overlapping Data Please don't cross-post. |
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Feb 15 |
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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. |
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Feb 11 |
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Reject inference Nice question; well done! |
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Feb 11 |
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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). |
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Feb 11 |
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Option trading API other than Interactive Brokers @glyphard: Ouch, that's brutal! So much for that suggestion... |
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Feb 11 |
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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. |
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Feb 11 |
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Can you implement a condor options trading strategy in a spreadsheet? I'm sure you can, but I doubt someone will do it for you. This search may be helpful. |
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Feb 11 |
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How to calculate correlations(COT report) in R ? This question is more suited for the r tag on StackOverflow. |
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Feb 11 |
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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. |
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Feb 10 |
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How do you correct Max Draw-Down for auto-correlation? Could you provide the full reference for Lo (2005)? |
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Feb 10 |
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What does it mean to modify the factor loadings of a credit risk model? en.wikipedia.org/wiki/Factor_analysis |
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Feb 9 |
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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. |
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Feb 8 |
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basic stock trading strategies "Those who say don't know. Those who know don't say." --Lao-tzu, Tao Te Ching (via Patrick Burns) |
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Feb 8 |
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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? |
