Vestergaard Lacroix

  • In this post I modify the simple heuristic to account for these factors. In the handcrafting method, which I wrote about in some detail this time last year (the first post is here), I use a simple heuristic technique to adjust weights for different Sharpe Ratios. The disadvantage is that this technique does not account for important factors.…[Read more]

  • A few bridges and stairs can’t hurt! The boy viking Hiccup had a dry sarcastic wit (like so many animated sidekicks) and a few good conversations. In the last few hours I’ve dabbled in Nintendo’s goofy life sim Animal Crossing, slain a few thousand ancient chinese warriors in Dynasty Warriors 8, enthusiastically campaigned for f…[Read more]

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