3 day effort
I guess it is not all that bad a tool, for a 3 day effort . I had to get this up and running - rails-postgres-gruff , for that is the only way I can think of analyzing why long shorts on a massive portfolio are not converging. Now that I have got a microscope in hand, hopfully it will be fun to look at individual stock level Mean reversion processes and learn what the hell happened in Jan - Mar 08.