Ollie WatkinsoninCantor’s ParadiseThe Application of Random Matrix Theory to Financial CorrelationsA demonstration of how filtering out randomness from financial correlation matrices can lead to greater portfolio returns.Jul 10, 20212Jul 10, 20212
Ollie WatkinsoninCantor’s ParadiseElementary Results in Random Matrix TheoryJun 15, 20213Jun 15, 20213
Ollie WatkinsoninCantor’s ParadiseHilbert’s Hotel: You’re Missing the Best Bit!Infinity, enumerating the rationals and elegant solutions to innocuous problems.Aug 10, 2020Aug 10, 2020