598 reputation
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location New York, NY
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visits member for 3 years, 5 months
seen Feb 17 at 20:18

Feb
20
awarded  Yearling
Feb
20
awarded  Nice Answer
Feb
18
awarded  Yearling
Sep
30
awarded  Popular Question
Jul
2
awarded  Notable Question
Feb
18
awarded  Yearling
Feb
16
awarded  Nice Question
Oct
25
awarded  Popular Question
Sep
26
comment How can an ETF outperform its benchmark index?
I never would've answered this question had you not bumped it. I saw it when it was originally posted, but did not have the time or inclination to dig into it. I think your idea of bumping popular old questions w/o an answer is a good one.
Sep
26
answered How can an ETF outperform its benchmark index?
Aug
18
awarded  Scholar
Aug
18
accepted Equity Risk Model Using PCA
May
7
answered What is an effective way of backtesting VWAP execution?
Apr
23
answered Total Return measurement paradox w/ Adjusted Close Prices
Apr
20
asked Equity Risk Model Using PCA
Apr
9
comment Efficiently storing real-time intraday data in an application agnostic way
Yes, you are right. I am being loose with my terminology. I think the word splay is cool.
Apr
8
answered Efficiently storing real-time intraday data in an application agnostic way
Mar
21
revised Can the futures market's open interest predict commodity, treasury, and equity returns?
added 38 characters in body
Mar
20
answered Can the futures market's open interest predict commodity, treasury, and equity returns?
Mar
19
awarded  Teacher