Research Papers · 16 April 2026
Research Papers
Quantitative deep dives from the research team, with each paper available to download in full.
7 papers
Research Papers · 13 January 2026
Limiting Distribution of the Maximum Drawdown for Brownian Motion with Positive Drift
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Research Papers · 13 January 2026
Kelly Trading When Asset Prices Have Jumps
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Research Papers · 5 July 2022
The Geometry of Risk Adjustments
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Research Papers · 1 January 2022
Kelly Trading and Market Equilibrium
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Research Papers · 1 January 2022
Kelly trading and option pricing
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Research Papers · 1 January 2022