Apparently, this user prefers to keep an air of mystery about them.
12 Correlation between prices or returns? Feb 14 '11
10 Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones? Apr 18 '11
8 What is the intuition behind cointegration? Feb 8 '11
8 How do I adjust a correlation matrix whose elements are generated from different market regimes? Dec 6 '11
7 Does random matrix theory (RMT) for returns' correlation matrices apply if there are high correlations? Jan 21 '12
7 How to estimate the probability of drawdown / ruin? Feb 10 '11