Exploring the Kelly Criterion: The Multi-Period Problem

Exploring how mean-variance methods and the Kelly Criterion compare in multi-period investments

December 18, 2021 · Erik Dains

Exploring the Kelly Criterion: Drawdown

Exploring the Kelly Criterion and its drawdown properties using Monte Carlo

December 8, 2021 · Erik Dains

Clustering ETFs for Optimally Diversified Portfolio

Using clustering algorithms for identifying optimal subset of ETFs for portfolio construction.

August 28, 2021 · Erik Dains

Stochastic Volatility Models in Stan

Fitting 2 different Stochastic Volatility Models to S&P 500 returns and finding out which is better

August 7, 2021 · Erik Dains

Moving my Data to Amazon Web Services

Lessons learned migrating my data to AWS

August 5, 2021 · Erik Dains

A Note on Hugo

My comments on how Hugo compares to Pelican for static site generation

June 27, 2021 · Erik Dains