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Re:Efficiency is dangerous and slowing down makes life better by aaron-santos on Friday August 21, 2020 @02:11PM (#24237383)
If you think about the two-dimensional efficiency/robustness space you can pretty easily see how it's isomorphic to the return/volatility space by way of simple transformations. If yourself to be convinced that such a bridge exists you can also bring tools in the return/volatility space back into the efficiency/robustness space by applying the appropriate inverse transformations. Maybe the conclusions are common sense, but I'd still read a blog framing that process by way of analogy.
Re:Efficiency is dangerous and slowing down makes life better by MadSudaca on Saturday August 22, 2020 @06:45AM (#24243214)
Interesting idea, thanks for sharing.
Re:Efficiency is dangerous and slowing down makes life better by aaron-santos on Friday August 21, 2020 @04:23PM (#24238523)
EDIT: If you allow yourself.. :/