Tag Archives: multivariate

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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 my FREE newsletter to see how I implement Kelly for portfolio management

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Finished my multivariate calculus and now learning my long linear algebra process

Finished my multivariate calculus and now learning my long linear algebra process

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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

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Matlab statistic toolbox is most extensive for quant analsys which includes Markov and probability, multivariate, regression, etc

Matlab statistic toolbox is most extensive for quant analsys which includes Markov and probability, multivariate, regression, etc

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