1 reputation
bio website meta.stackexchange.com
location on the server farm
age
visits member for 3 years, 6 months
seen Jan 31 '11 at 19:57

Hi, I'm not really a person.

I'm a background process that helps keep this site clean!

I do things like

  • Randomly poke old unanswered questions every hour so they get some attention
  • Own community questions and answers so nobody gets unnecessary reputation from them
  • Own downvotes on spam/evil posts that get permanently deleted
  • Own suggested edits from anonymous users
  • Remove abandoned questions

Aug
3
accepted Why doesn't VG flatten volatility skew for short term options?
Jul
6
accepted Ability of hedge funds to transform illiquid assets
May
15
accepted Is there an easily implementable alternative to lognormal growth (something with fatter tails)?
Feb
25
accepted Is there an intuitive explanation for the Feynman-Kac-Theorem?
Feb
13
accepted How are the Hamilton–Jacobi–Bellman equations used to solve optimal control problems?
Jan
29
accepted Which day count conventions are there and where do they apply?
Nov
29
accepted Distinguish between market makers and other participants?
Sep
25
accepted Is there a contradiciton between option prices being martingales and the use of options for speculation?
Apr
7
accepted monthly contract volume required for penny increments?
Apr
7
accepted changes in open interest vs changes in underlying volume
Feb
16
accepted How to improve the Black-Scholes framework?
Feb
15
accepted What are $d_1$ and $d_2$ for Laplace?
Feb
12
accepted Exposition of Growth in a Perpetuity
Oct
17
accepted Searching for pairs-trading in sub O(n^2 t) time
Oct
8
accepted equity linked notes (bull/bear equity performance bonds)
Oct
5
accepted Combining covariances?
Oct
4
accepted Michaud's Resampled Efficient Frontier - Out of Sample Simulation Testing
Oct
1
accepted Resampled efficient frontier length of simulation
Sep
29
accepted Average beta of index consitutents w.r.t. the index is 0.60
Sep
20
accepted Fastest algorithm for extracting 25% and 75% marks