Disclaimer: this article is not to be taken as financial or legal advice. I am not a qualified professional, so this article is only meant to be used for educational/entertainment purposes. Investing/trading can lead to losses.

Background

In this section we will discuss the theoretical background of the modern portfolio theory. If you want to read more about it, I suggest you to read the brilliant Wikipedia article, on which this section is based. If you just want to get to the Python implementation, you can safely skip to the next section.

Modern portfolio theory (MPT, for short) is a financial…


Introduction

Can you define the notion of a volume of a shape? For example, what does ”volume” mean for a ball of radius 3? If you think about it, this is not a simple question. You probably understand intuitively what ”volume” and ”area” mean, but giving a proper definition might be tricky. The goal of this article is to provide you a view of a more formal mindset about defining volume and area, and to give you a brief introduction to measure theory.

Back to school

To begin with, let’s go way back to when you first learned about volume. In fact, let’s concentrate…

Ivan Lysenko

A CS student and an aspiring data scientist. My interests include programming, machine learning, mathematics, and finance.

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