c00kiemonster

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visits member for 2 years, 3 months
seen Sep 26 '12 at 3:20
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3 Posts

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Nov
10
 asked How does Kalman filtering of beta in pairs trading model work in R?
Jul
24
 answered Why would an investor trade a variance swap over a volatility swap?
Feb
24
 asked How do I incorporate time-variability in a pair trading framework?