Turing Quant
turingquant.bsky.social
Turing Quant
@turingquant.bsky.social
Math, Finance, and Optimization.
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August 25, 2024 at 11:30 PM
In 1999, SEC Chairman Arthur Levitt warned that online trading was like a ‘narcortic’. Clearly, technology has changed, but human psychology remains the same.
August 24, 2024 at 8:57 PM
Have you ever heard about Basic LP Computable Risk Measures?

The variance is the classical statistical quantity used to measure the dispersion of a random variable around its mean. There are, however, other ways to measure the dispersion of a random variable.

#finance #quantfinance

bit.ly/4ahARs9
Navigating Uncertainty - Portfolio Optimization with Basic LP Computable Risk Measures – Toni Esteves
The variance is the classical statistical quantity used to measure the dispersion of a random variable around its mean. There are, however, other ways to measure the dispersion of a random variable.
bit.ly
August 22, 2024 at 2:08 AM
We're probably the first to talk about quantitative finance around here. Like any good investor, we're going to invest during the downturn.
August 22, 2024 at 1:47 AM