1,656 reputation
1621
bio website fosstrading.com
location St Louis, MO
age 32
visits member for 2 years, 3 months
seen yesterday
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.


Apr
8
answered Software for backtesting outside strategies (CSV transaction upload)
Mar
22
answered Market weights for Black-Litterman
Feb
5
answered NYSE binary data, convert to ASCII
Jan
18
answered How to simulate one-minute bars data from one-day bars?
Sep
13
answered mortgage prepayment model
Sep
3
answered ROC: difference between discrete and continuous?
Jul
15
answered What commercial financial libraries are available to outsource implementation risk?
Feb
29
answered How to fit probability density function from sample moments?
Feb
7
answered Where can I find data on the interbank lending market?
Jan
24
answered Has spectrum analysis ever been used successfully to analyse historical price data?
Nov
23
answered What's the difference between SA and SAAR?
Oct
7
answered How to optimally allocate capital among trading strategies?
Sep
30
asked Fitting a generalized logistic distribution
Sep
23
answered How to compute modified-CVaR in the PerformanceAnalytics package?
Sep
22
answered What position-sizing methods are used in futures trading?
Aug
19
answered Why does this Co-integrated basket look too good to be true?
Aug
10
answered Where to download list of all common stocks traded on NYSE, NASDAQ and AMEX?
Jun
2
answered If stock A has a 60% chance of rising, and stocks A and B have 80% correlation, what is the chance of stock B rising?
Jun
1
answered R code for Ornstein-Uhlenbeck process
May
23
answered Earnings and valuation data sources online