1 reputation
bio website meta.stackexchange.com
location on the server farm
age
visits member for 3 years, 9 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
24
revised Is there a piratebay for data(bases)? (here, talking about historical financial data)
Wrong information highlighted.
Jun
1
revised What is the intuition behind cointegration?
updated the link to the paper; old link was dead
Sep
26
revised What is the correct Stutzer index and Sharpe ratio relation, assuming a normal returns distribution?
added detail definition of stutzer index
Sep
16
revised IB TWS & API, without IB account?
added some reference for help with IB API
Aug
9
revised FIGARCH estimation in R
Q: Getting next volatility estimate given parameter estimates and previous day's vol and residual
Jul
28
revised Converting time series returns into euro
Response to comment receive from chrisaycock
Mar
3
revised Is F# used in trading systems?
Recruiter, not consultant
Feb
17
revised PIQ estimation for FIFO limit order book
Clarification of question
Sep
23
revised Hedging stocks with VIX futures
zP9cNz <a href="http://qeavjamwnqfj.com/">qeavjamwnqfj</a>, [url=http://dyvandbgmhuq.com/]dyvandbgmhuq[/url], [link=http://hvyzmjslbfqp.com/]hvyzmjslbfqp[/link], http://vnfobctbdppe.com/
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
May
16
revised Reference on Electronic volatility trading
insert duplicate link
Feb
3
revised A gentle introduction to cointegration
insert duplicate link
Dec
10
revised What models for backing out Equity IVOL
insert duplicate link
Nov
23
revised Taking into account the correlation in Barrier options on a Basket
Added specification to que question
Nov
4
revised What is a good site to download historical stock 'events' such as earnings releases?
insert duplicate link
Oct
18
revised Getting the actual distribution of a stock price at time T using implied volatility
insert duplicate link
Sep
27
revised How to calculate compound returns of leveraged ETFs?
Fixed calculation. (A 3x ETF will not benefit from a volatile market!)
Sep
24
revised Way to download current stock information (for free)?
insert duplicate link