Exploring the Kelly Criterion: The Multi-Period Problem
Exploring how mean-variance methods and the Kelly Criterion compare in multi-period investments
Exploring how mean-variance methods and the Kelly Criterion compare in multi-period investments
Exploring the Kelly Criterion and its drawdown properties using Monte Carlo
Using clustering algorithms for identifying optimal subset of ETFs for portfolio construction.
Fitting 2 different Stochastic Volatility Models to S&P 500 returns and finding out which is better
Lessons learned migrating my data to AWS
My comments on how Hugo compares to Pelican for static site generation