291 reputation
19
bio website pwilson.net
location Lowell, MA
age
visits member for 3 years, 6 months
seen Feb 8 '12 at 13:14

For the past 25 years, I've been a contract software engineer with a lot of experience in back-end and middleware solutions; and low-level, real-time (sometimes embedded) mainly C-language projects. Also SNMPv2 and v3 MIBs and Agents. Over the years, though, I've done so many different and interesting kinds of things that I claim I can call myself a generalist.

I consider coding to be a perfectible craft with its own kind of beauty.

I'm always looking for new projects: pete@pwilson.net


Jan
23
comment How to calculate time-segmented volume?
@ chrisaycock -- Thanks!! <gulp> :-)
Jan
18
comment How does “time segmented volume” differ from on-balance volume?
@Tal Fishman -- thanks for the edit, much better now.
Dec
1
comment Quantlib in JavaScript?
@Brian B -- Heh! I'm a programmer, so to me every problem is merely a matter of a few lines of code :-)
Nov
30
comment Quantlib in JavaScript?
And the answser is -- a browser extension! No, no just kidding :-) You imply that my server-side CGI could act as a connector and I'm exploring that. As you say, though, "somewhat harder :-)" Still, I've proved that such a scheme would definitely work, and not just in theory.It's the practice that's daunting. But it might be the best/only way. We can imagine the user preparing Python code on the client and shipping it via my CGI to SWIG on the server. Thank you again.
Nov
30
comment Quantlib in JavaScript?
Yes, compiled Quantlib must be huge. Still, the client is the future: only a question of time.
Nov
30
comment Quantlib in JavaScript?
Sure, well understood. The question is about implementing Quantlib. Please don't move this question yet, though. If I don't see something in a day or two, I'll delete it.
Nov
30
comment Quantlib in JavaScript?
thanks for your thoughtful answer! Just for everybody's information, the SwigJS link you gave isn't a useful one any more. Further, SWIG is a package that must run on the server. I am looking for Quantlib on the client side. I should have made that clear in my question. Thank you again.
Oct
8
comment What do we really mean by put-call ratio and how should it be expressed?
Thanks for that opinion and direction. Decimal it is.
Oct
8
comment What do we really mean by put-call ratio and how should it be expressed?
Thanks! Option #2 certainly seems the more sensible way, but risks confusing my visitors, who might be expecting option #1. Sigh.
Sep
20
comment What is more appropriate: the EMA of the option price or the EMA of the underlying?
Site is working today. It cured itself. Scary! sellmycalls.com/cgi-bin/chain
Sep
20
comment What is more appropriate: the EMA of the option price or the EMA of the underlying?
Sure, sure, I understand. Still, the article is interesting and worthwhile spending time on.
Sep
20
comment What is more appropriate: the EMA of the option price or the EMA of the underlying?
As a mere software engineer off the street, I see that I am way over my head and need to learn to swim in these confused and confusing waters. Perhaps I first have to learn the precise technical meaning of "invariant," intuitively clear in lay language but not so (as it seems to me) in this context. Thanks so much for the very interesting Meucci reference, a sea monster I'll have to wrestle with for a few days.
Sep
19
comment What is more appropriate: the EMA of the option price or the EMA of the underlying?
@Tal Fishman -- yes, I managed to insert a bug in the server code just before I left for the day. Sorry.
Sep
19
comment What is more appropriate: the EMA of the option price or the EMA of the underlying?
@Louis Marascio -- thanks for the edit; much better now.
Aug
23
comment Is QuantLib more trouble than it's worth?
I meant that the results differed only by small amounts, so it seemed to me that QuantLib is appropriate for academics and professionals, and not really meaningful for the visitors that I plan for.