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Tag Archives: functional analysis
A OneLine Viewpoint on Trading
Given a timeseries of one security’s pricetrain P[t], a lowfrequency trader’s job (forgetting trading costs) is to find a step function S[t] to convolve against price changes P′[t] with the proviso that the other side to the trade exists. S[t] represents the bet … Continue reading
Posted in Uncategorized
Tagged bet sizing, Brownian ratchet, convolution, economics, finance, financial economics, financial engineering, functional analysis, functionals, integrals, integration, Kelly rule, liquidity, macroeconomics, mathematics, monkey style trading, profit, risk metrics, trading, welfare economics
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Vectors
Vectors, concretely, are arrows, with a head and a tail. If two arrows share a tail, then you can measure the angle between them. The length of the arrow represents the magnitude of the vector. The modern abstract view is … Continue reading
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Tagged angle, corpus, cryptography, education, field, force, Fourier series, functional analysis, generalised number, generalised numbers, jpeg, linear algebra, linear transforms, long reads, math, mathematics, maths, number, Photoshop, science, shearing, signal analysis, Taylor series, thermodynamics, vectors
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