< Limerick
Worthwhile Ruby Library >

: Apparently my Stock Spam Effectiveness Monitor was the dataset used in some German guys' talk on the topic. Even my name was Germanized to Leonhard. Their number-crunching actually answers the question on which my graphs are ambiguous:

In the first two to three days of a stick Spam wave therefore the applied shares rise over up to two per cent. Afterwards the course consolidates, in order to sink in the consequence strongly. Apparently this is in all rule frequently the case if those coat the Spam clients their profit. This behavior is statistically significant in each case, avowed Rainer Boehme.

He avows it! It must be a real effect! But not drastic enough to see just by looking at graphs.

Actually I just gave the stock spam code to another German guy (a Ph.D student), but he's not one of the ones who did this report. And last July I gave the data to yet another researcher, but he was at U Penn. So this is a previously unknown use of my data.

Filed under:


[Main]

Unless otherwise noted, all content licensed by Leonard Richardson
under a Creative Commons License.