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Askbot asks for a lot of files (9 javascript files, 3 style sheets, 12 images for the title page...), so configuring caching and expiration headers in your nginx installation is important.
That still doesn't solve the issue with first-hit loads, of course. Like you say, a bundling approach for static files would help a lot here, reducing the number of HTTP requests.
That's the low hanging fruit; the insides of askbot can surely be optimized as well, but I truly believe Evgeny should concentrate on fixing more important stuff first, and consolidating the documentation...