Apparently, this user prefers to keep an air of mystery about them.
10 How to build a mean reverting basket? may 8 '12
8 Is there a closed-form solution for the partial autocorrelation function of a Markov regime-switching process? may 14 '12
6 constructing a minimum variance portfolio oct 3 '12
6 Derivation of the tangency (maximum Sharpe Ratio) portfolio in Markowitz Portfolio Theory? aug 1 '13
5 How is the MA (moving average model) useful? mar 21 '14
5 Discrete returns versus log returns of assets feb 7 '13