Petch's Investing Blog

A repository showcasing my research in quantitative finance, statistics, trading systems, and market analysis. Open to professional inquiries.

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Volatility Harvesting: Does it really work?
2025-01-08papers
#volatility harvesting#rebalance#magnus pedersen
The Uncertainty of Kelly: When Updating Estimates Might Not Save You
2024-11-20papers
#kelly#probability#bayesian#zheng song
Options Index: Decoding Thorp’s Public Index for Listed Options
2024-11-12papers
#options#volatility#black scholes#ed thorp