Homepage
Open in app
Sign in
Get started
Adventures in Data Science
Finance, Data, and some other things that I find interesting…
Trading Strategy
Statistics
Financial Data Science
In Python
Buy the Book
Follow
Following
Optimal Asset Allocation with a Multivariate Laplace Distribution
Optimal Asset Allocation with a Multivariate Laplace Distribution
An Analytical Result 24 Years in the Making
Graham Giller
May 23
Utility Theory is Just a Scheme for Weighting the Statistical Moments of the Distribution of…
Utility Theory is Just a Scheme for Weighting the Statistical Moments of the Distribution of…
It Makes Exactly as Much Sense as Mean-Variance Optimization, but is a Bit More General
Graham Giller
May 7
Can Non-Stationarity Rescue the Normal Distribution?
Can Non-Stationarity Rescue the Normal Distribution?
What Would Returns Data Look Like under two Available Flavours of Non-Stationarity?
Graham Giller
Mar 19
(Almost) Everything they Teach you about Quantitative Finance is Wrong
(Almost) Everything they Teach you about Quantitative Finance is Wrong
Here’s Why…
Graham Giller
Mar 11
The Market’s Not Normal: Part 2
The Market’s Not Normal: Part 2
Some Statistical Philosophy on Estimation Methods and Outlier Remediation Procedures
Graham Giller
Jan 19
The Market’s Not Normal, Part 1
The Market’s Not Normal, Part 1
Let’s Stop Pretending that It Is!
Graham Giller
Jan 4
Financial Data Science in Python
Financial Data Science in Python
Introducing the GitHub Repository
Graham Giller
Jan 2
About Adventures in Data Science
Latest Stories
Archive
About Medium
Terms
Privacy
Teams