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Kelly Criterion for Multivariate Portfolios: A Model-Free Approach: There is simpler

Kelly Criterion for Multivariate Portfolios: A Model-Free Approach: There is simpler Thanks to Sholom for sending but search this blog for most recent entries on what I note http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2259133 Join […]

Learning quant? Get these 2 important FREE math books on multivariate calculus and linear algebra

Learning quant? Get these 2 important FREE math books on multivariate calculus and linear algebra I just posted these which are free online! http://quantlabs.net/labs/quant-books/doc_details/800-multivariable-calculus?tmpl=component   and   http://quantlabs.net/labs/quant-books/doc_details/801-a-first-course-in-linear-algebra?tmpl=component NOTE I […]