This is a summary of links featured on Quantocracy on Thursday, 06/20/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
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A Matter of Scale [Quant Dare]When dealing with mathematical modeling, choosing the right scale to frame the equations can make the difference between a successful and lasting model, or poor description of reality. In todays post, we explore two important scaling procedures that arise in finance: the annualisation of returns and volatility. These are common terms in the industry and building bricks to many other metrics, so