This post is about application of kelly criterion to financial investors. What is Kelly Criterion Kelly Criterion was developed to assist AT&T with its long-distance telephone signal noise is...

This post is about hierachical risk parity asset allocation strategy. What is Hierachical Risk Parity strategy Hierachical Risk Parity is revised version of risk parity strategy. It uses graph the...

This post is about mean variance strategy(modern portfolio theory). Unlike other post, this post includes visualization which helps you to understand theorm. What is Modern Portfolio Theory Moder...

This post is about risk parity asset allocation strategy. What is Risk Parity strategy Risk parity(Equally weighted risk contribution portfolio) is commonly used in asset allocation strategy. Goal...

Who am I ? I am qunatitative researcher at asset management fintech company. I aim to solve various problems in liquid modern financial market with a data-driven approach. During my professional ex...