Understanding what solutions are possible and how they behave


Using the Laplace Distribution to Describe Returns





Sharpe Ratio of a Trading Strategy as the Function of Control Parameters


And “fractional Kelly” isn’t the solution

Fortune’s Formula: the Kelly Criterion

https://amzn.to/31cOgQT




Graham Giller

Predicting important variables about companies and the economy, I turn data into information. CEO of Giller Investments.

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