Monthly Archives: December 2010

Stock returns entropy, the CAPM and target practice

This entry is part of 23 in the series Numpy Strategies

This entry is part of 23 in the series Numpy StrategiesNumpy Strategies 0.0.8 Entropy is a measure of uncertainty and therefore risk. So I attempted to replace the variance of stock returns in the CAPM with entropy. I also tried … Continue reading

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