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visits member for 2 years, 3 months
seen Jan 31 '11 at 19:57
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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

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
23
revised Hedging stocks with VIX futures
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Sep
20
accepted Fastest algorithm for extracting 25% and 75% marks
Aug
20
revised derivation of formula for portfolio skewness and kurtosis
made it clear the kind of returns the answer was mentioning about.
Aug
9
revised How far back is normal to backtest an ATS ?
insert duplicate link
Jul
26
revised Inferring Returns From Minimal Data Points
insert duplicate link
Jul
9
wiki
Jul
9
wiki created market-data description
Jul
3
reviewed Approve suggested edit on
May
16
revised Reference on Electronic volatility trading
insert duplicate link
Mar
14
reviewed Approve suggested edit on What does leverage cost?
Feb
12
reviewed Approve suggested edit on Is there any measure that is a non-trivial combination of VWAP and TWAP?
Feb
3
revised A gentle introduction to cointegration
insert duplicate link
Jan
18
wiki
Jan
18
wiki
Jan
9
reviewed Approve suggested edit on How do different methods and techniques used in pairs trading compare?
Dec
22
accepted Function that best describes intensity of human/(group of humans) emotions?