Joshua GreenwaldinLXDXLXDX RelaunchingLXDX is halting trading effective October 31. For our fans, we appreciate your genuine support and the faith you put in us. While we never…Oct 11, 2019Oct 11, 2019
Joshua GreenwaldICOs = f(eth) ??There’s a lot of solid analysis lately on the (catatonic) state of the ICO market. Inquisitive as I sometimes am, I wondered how the ratio…Oct 12, 2018Oct 12, 2018
Joshua GreenwaldinLXDXTrade Sizing III of IVEdge, control of risk, and generating outsized returnsSep 21, 20182Sep 21, 20182
Joshua GreenwaldCrypto AllocationsAs a native of the wild world of cryptocurrencies, I’m not alone in encountering:Sep 16, 2018Sep 16, 2018
Joshua GreenwaldKelly Fraction — f(higher moments)I’ve written a series of posts on the Kelly criterion as it pertains to trade sizing over at our blog. In pursuit of brevity, in the…Sep 16, 20181Sep 16, 20181
Joshua GreenwaldGenerating Random Variables with Higher MomentsIt’s surprisingly hard to sample from a distribution with higher known moments in Python. To that end, building on the work of many who’ve…Sep 12, 2018Sep 12, 2018
Joshua GreenwaldVolume to Egress RatioA thought, and not necessarily a good one, is that we can, to some degree, compare how much “trades” in a 24 hour window on an exchange…Sep 4, 2018Sep 4, 2018
Joshua GreenwaldinLXDXTrade Sizing II of IVShall we play a game? Maximizing for log wealthSep 4, 2018Sep 4, 2018
Joshua GreenwaldinLXDXTrade SizingKelly Sizing and Maximizing Long-Term Capital GrowthAug 28, 2018Aug 28, 2018
Joshua GreenwaldConverting Math for MediumMedium doesn’t play nicely with LaTeX; there’s a great post by Thai Pangsakulyanont that details his work in generating PNG files that…Aug 24, 2018Aug 24, 2018
