Quantitative Finance
elemolotiv
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Apparently, this user prefers to keep an air of mystery about them.

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18 Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$? Jan 7 '19
10 Forget Kelly, forget fractional sizing. Where is the general theory? Jan 9 '20
5 why does Cross Validation *not* solve Backtest overfitting? Jun 13
4 Kelly criterion for normally distributed returns Jan 4 '19
2 Why are some currency pairs more volatile than others? Jan 20 '20
2 FOREX: why does SPREAD peak at 22:00 gmt Feb 28 '18
2 Kelly criterion for normally distributed returns Jan 5 '19
1 Optimization of Take-Profit and Stop-Loss May 23 '20
1 Difference between Money management / Asset allocation / Portfolio optimisation Jun 19 '20
1 Optimise the Sharpe ratio of a portfolio of uncorrelated assets May 12
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