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location Ann Arbor, MI
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visits member for 1 year, 10 months
seen Jul 9 '13 at 23:13

Jul
9
revised What is the intuition behind cointegration?
Corrected spelling, fixed grammar.
Jan
7
revised Fastest solver possible for portfolio optimization
added 125 characters in body
Nov
13
revised Optimal Position Size with Transaction Costs given Forecast Mean and StDev
edited tags
Nov
13
revised Optimal Position Size with Transaction Costs given Forecast Mean and StDev
edited tags
Nov
8
revised Hurst Exponent Calculation
typo error
Nov
5
revised How do you synthesize a probability density function (pdf) from equally weighted price data?
edited tags
Nov
3
revised Can the Hurst exponent be greater than one?
added 3686 characters in body
Nov
3
revised How do you synthesize a probability density function (pdf) from equally weighted price data?
added 2293 characters in body