This is a summary of links featured on Quantocracy on Sunday, 05/06/2018. To see our most recent links, visit the Quant Mashup. Read on readers!
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Position Sizing for Practitioners – Part 1: Beyond Kelly [Quant Fiction]Albert Einstein once proclaimed that compound interest is the eighth wonder of the world (allegedly, at least; people attribute all kinds of sayings to that guy). Lets just assume that he did. This is the single most important reason why people participate in the markets. The magic of compounding interest turns time into an exponential money multiplier, and the greater the rate the more