Finance — Geometric Balancing

Inspired by the Breaking the Market blog, I did a six month experiment with geometric balancing. Geometric balancing is an investment strategy that revolves around frequent re-balancing of a portfolio of (hopefully) uncorrelated assets. The theory is somewhat complicated (I

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Finance — Breaking the Market

Summary of selected posts from Breaking the Market finance blog. As with Ergodicity Economics, I don’t pretend to understand all of the underlying math or economic concepts, but some of the takeaways seem nonetheless evident. Key Takeaways Investing: be weary

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Ergodicity Economics

By: Ole Peters and Alexander Adamou In: Lecture notes and blog posts Date: 2019 Introduction The lecture notes and blog posts introduce and develop ergodicity theory, in the process challenging the foundations of economic theory, as well as providing mathematical

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