1,900 reputation
2928
bio website fosstrading.com
location St Louis, MO
age 33
visits member for 3 years, 7 months
seen 3 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.


May
29
revised Why do some stock options have expiration dates for a given month, while others don't?
clarify title (stocks don't expire)
Jan
9
revised Correlation between idiosyncratic residuals and forward returns
Remove unnecessary claim about most quant desks trading mean-reversion; minor edits for brevity
Jan
2
revised How do Trade-At-Settlement orders work?
improved title; spelling
Jan
2
revised Evaluation volatility with Garch model
remove "above answer" reference; spelling
Dec
30
revised Error message in calculation Implied Volatility
code formatting
Dec
22
revised Pricing credit risky bonds
capitalization; spelling; remove 'thanks'
Dec
22
revised HFT enhancements for FIX (Simple Binary Encoding) vs proprietary protocols performance and cost
punctuation; spelling; remove 'thanks'
Dec
22
revised Get discount factors with limited knowledge?
spelling; remove 'thanks'
Oct
21
revised ADF test in R yielding perfect cointegration. How is this possible?
correction and clarification
Oct
21
revised Fama-French 3-factor model: factors implying risk
minor spelling/capitalization
Feb
5
revised NYSE binary data, convert to ASCII
add link to perl::unpack
Sep
13
revised mortgage prepayment model
added CPR -> SMM conversion, fixed link
Sep
3
revised ROC: difference between discrete and continuous?
ROC is in TTR, not quantmod
Jun
18
revised Position management in presence of continuous forecast
title spelling
Feb
4
revised A gentle introduction to cointegration
added "interesting tidbits"
Feb
2
revised What is the best way to forecast prepayment rate in an emerging market mortgage loan portfolio?
spelling, punctuation, removed "thanks"
Dec
29
revised What are some “Must Know” investment/portfolio management theories out there?
punctuation, grammar, remove redundant last paragraph
Dec
5
revised What is the precision of standard deviation estimates with small samples?
deviation from mean should be squared
Nov
7
revised time series management system
replace "subjective" question with one that's more answerable
Sep
30
revised Fitting a generalized logistic distribution
added 6 characters in body