Trading System Description
In the next two weeks, IB's Collegiate Olympiad starts. The following describes…
Review: The Poker Face of Wall Street
Yesterday night I finished The Poker Face of Wall Street by Aaron…
Weirdness is the “Curse of Dimensionality”
I read the following well-written section in "The Elements of Statistical Learning"…
Information Theory Betting
The following is a very interesting problem copied from p.132 of "Elements…
House Hearing on Hedge Funds
http://video.aol.com/video-detail/house-oversight-cmte-hearing-on-turmoil-in-the-financial-markets/1389143189/?icid=VIDLRVGOV04The politicians love their ambiguously applicable metaphors.
IB Olympiad System Outline: v.2
I previously posted a system outline and before that a trading plan…
Volatility vs. Leverage
Recently I've been curious about volatility and leverage. Here's the problem: let's…