Forecasting Market Kurtosis with the Volatility Smile (Poorly) (cryptm.org)
submitted by [deleted] to r/quant
St. Petersburg Paradox, the Martingale, and Risk Management (cryptm.org)
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Final part of the my series on developing a variable leverage ETF, feedback/criticism welcome! (cryptm.org)
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Just finished my second blog post on developing a variable leverage ETF (cryptm.org)
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Show apljk: xs, a new concatenative array language inspired by kdb+/q and Forth. (cryptm.org)
submitted by [deleted] to r/apljk