Apparently, this user prefers to keep an air of mystery about them.
2 How to most optimally perform currency conversions when backtesting on portfolio level? jul 25 '13
2 Calculate Daily Returns for Sharpe Ratio jan 13 '14
2 Dv01 of Eurodollar futures contract apr 15 '14
2 Budget Constraint in Sharpe Ratio Optimization apr 15 '14
1 What P&L netting should one use when a strategy has trades in two different geographic locations? jul 17
1 Expected payoff and weighted average price jan 13 '14