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To make Medium work, we log user data. By using Medium, you agree to our Privacy Policy, including cookie policy. Homepage Open in app Sign inGet started ADVENTURES IN DATA SCIENCE FINANCE, DATA, AND SOME OTHER THINGS THAT I FIND INTERESTING… Trading StrategyStatisticsFinancial Data ScienceIn PythonBuy the Book FollowFollowing Do Small Caps have More Degrees of Freedom than Large Caps? DO SMALL CAPS HAVE MORE DEGREES OF FREEDOM THAN LARGE CAPS? Or do all Stocks Dance to the Same Tune? Graham Giller Sep 16 So How Many Degrees of Freedom does the Market Actually Have? SO HOW MANY DEGREES OF FREEDOM DOES THE MARKET ACTUALLY HAVE? It’s a Lot Smaller Than You Think! Graham Giller Sep 3 No, the Central Limit Theorem Doesn’t Make Portfolio Returns Normally Distributed. Here’s Why… NO, THE CENTRAL LIMIT THEOREM DOESN’T MAKE PORTFOLIO RETURNS NORMALLY DISTRIBUTED. HERE’S WHY… Spoiler Alert: it’s the Correlation Graham Giller Aug 9 Optimal Asset Allocation with a Multivariate Laplace Distribution OPTIMAL ASSET ALLOCATION WITH A MULTIVARIATE LAPLACE DISTRIBUTION An Analytical Result 24 Years in the Making Graham Giller May 23 Utility Theory is Just a Scheme for Weighting the Statistical Moments of the Distribution of… UTILITY THEORY IS JUST A SCHEME FOR WEIGHTING THE STATISTICAL MOMENTS OF THE DISTRIBUTION OF… It Makes Exactly as Much Sense as Mean-Variance Optimization, but is a Bit More General Graham Giller May 7 Can Non-Stationarity Rescue the Normal Distribution? CAN NON-STATIONARITY RESCUE THE NORMAL DISTRIBUTION? What Would Returns Data Look Like under two Available Flavours of Non-Stationarity? Graham Giller Mar 19 (Almost) Everything they Teach you about Quantitative Finance is Wrong (ALMOST) EVERYTHING THEY TEACH YOU ABOUT QUANTITATIVE FINANCE IS WRONG Here’s Why… Graham Giller Mar 11 Adventures in Data Science This is a “narrative portfolio.” Data science, done for the pleasure of finding things out. There is much more content like this in my book, Adventures in Financial Data Science, available on amazon at and directly at https://www.gillerinvestments.com/store More information Followers 451 Elsewhere About Adventures in Data ScienceLatest StoriesArchiveAbout MediumTermsPrivacyTeams