The zoom is here (same as usual). I’m starting 😉

#kelly_criterion@hunt4quant

Dear all!
Some links for those of you who are doing “Kelly Criterion Research”

• Chawla, Karan. "The Kelly Criterion." Github. https://github.com/1kc2/The-Kelly-Criterion.
• Chawla, Karan. "The Kelly Criterion." Mental Quill. 18 Oct 2020. https://blog.karanchawla.me/2020/10/18/the-kelly-criterion/

1 Peterson, Zachariah. "The Kelly Criterion in Portfolio Optimization: A Decoupled Problem." Journal of Investment Strategies, vol. 7, no. 2, 2018, pp. 1–15, https://arxiv.org/abs/1710.00431
◦ Required pages: All
◦ Estimated reading time: 30 minutes
2 Carta, Andrea, and Claudio Conversano. "Practical Implementation of the Kelly Criterion: Optimal Growth Rate, Number of Trades, and Rebalancing Frequency for Equity Portfolios." Frontiers in Applied Mathematics and Statistics, vol. 6, no. 557050, 2020, pp. 1–15, https://www.frontiersin.org/articles/10.3389/fams.2020.577050/full


• Carta, Andrea, and Claudio Conversano. "Practical Implementation of the Kelly Criterion: Optimal Growth Rate, Number of Trades, and Rebalancing Frequency for Equity Portfolios." Frontiers in Applied Mathematics and Statistics, vol. 6, no. 557050, 2020, pp. 1–15, https://www.frontiersin.org/articles/10.3389/fams.2020.577050/full
• Peterson, Zachariah. "The Kelly Criterion in Portfolio Optimization: A Decoupled Problem." Journal of Investment Strategies, vol. 7, no. 2, 2018, pp. 1–15, https://arxiv.org/abs/1710.00431

#master_thesis_and_poroject@hunt4quant

Master Thesis Part #3

From idea to pseudo code. An explanation based on this paper

https://arxiv.org/pdf/1804.10869

The recording is in Russian. For English please send your request.

#JonCHull@hunt4quant
See you tomorrow!
Friday, March, 28th on 17:30
We will be reading the next chapter (BSM).

https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09

Starting in 5 minutes 😊

we wiil start with the book at 17:30 and now we have q&a

Dear all!

We have discussed all key elements of a successful project / master thesis. I will be glad to see you and answer to your specific questions

#master_thesis_and_poroject@hunt4quant

See you at livestream here at 17:30 Moscow time. Language is Russian or English depending on who is attending the meeting.

The recoding of the webinar.

First we discuss the topic “Options strategies on volatile markets” and suggest that there are 3 ways to prepare a work on this topic. (English)

Second we discuss parts that a presentation at defence should include (Russian)

The answer is given in language the question was asked ☺️ If want your question to be answered in your language please join us next Monday or post it here

Dear all!
Can anyone who speaks Chinese help me with a translation?

Dear alll!

#JonCHull@hunt4quant next chapter reading (in Russian) is scheduled for 17:00 today.

The zoom is the same. See you !

https://us02web.zoom.us/j/933271498?pwd=MXBESlNEb2dCYmFtTFFZVjh5MVBJZz09

We are 269 here 😊 If we grow up to 300 I will present here my favourite topic I worked in for several months. A lecture explaining how 80 years of US deregulation contributed to the 2008 crises 😌

The material was originally created for market risk managers 😊

280? Are you serious? 😊👍

The most exciting and empowering thing is to see that you are truly interested in financial markets the way I am ☺️

I’m happy to see new people here! Welcome 🤗

We have just 8 members left and will tell the story of US deregulation I promised.