Sublime

Thank you, @ltabb. For those interested in portfolio construction, the latest contribution to the Market Microstructure Project features a compelling piece by Robert Almgren—whom I consider one of the fathers of modern equity market structure. An accompanying interview with Robert will also be published today, where he discusses the so-called... See more

"The Sources of Researcher Variation in Economics" https://t.co/Wj4OPtiCe8

Implementing the Kelly Criterion in Continuous-Time 🧵 Subscribe to our Youtube Channel for more content of Quantitative Finance - https://t.co/bFZQjMlMrz https://t.co/K7n38bTeMH

My mini lectures in Quant Finance: 1- Deriving Black-Scholes via Itô's lemma (the dynaming hedging approach) 2- Why we don't use Black Scholes (my work with @EGHaug) https://t.co/ff2AURSf3Z

@anothercohen He’s a thin pension fund wrapper with a capital allocation tool.