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A comment on Medallion Fund “Stretches Explanation to the Limit,” Professor Claims. Parent comment
https://smabie.github.io/posts/2019/10/04/vol.html
It involves deriving “perfect” leverage ratios and talks about some other interesting (imho!) stuff.
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https://smabie.github.io/posts/2019/10/04/vol.html
It involves deriving “perfect” leverage ratios and talks about some other interesting (imho!) stuff.