Tag Archives: portfolio selection

We showed in Chapter 6 that side information Y for the horse race X can be used to increase the growth rate by the mutual information I(X;Y). We now extend this result to the stock market. Here, I(X;Y) is an … Continue reading

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Gauging the frothiness of the webby/techy/san-fran VC market. Source: Mark Suster. Propagated via one of tumblr’s owners, who added: Based on the NVCA statistics on the venture capital industry, there are [approximately] 1,000 early stage financings every year…. And somewhere … Continue reading

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This is the best quant finance book I’ve yet read.  The symbols on the cover may look daunting, but the text actually keeps notation simple.  Many topics are covered quickly and accessibly; this is a math book you can actually … Continue reading

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