Jan
19
Numberphile interview with Jim Simons, from Big Al
January 19, 2024 |
Interesting in many ways:
James Simons (full length interview) - Numberphile
He worked a lot on differential geometry which would seem to be the area of Ralph Vince's manifolds.
Zubin Al Genubi writes:
Differential geometry would be good for Ralph Vince's optimal f portfolio calculation finding the peak "hump" in the multidimensional surface. Can anyone recommend a good entry level book?
Big Al offers:
Possible: The Leverage Space Trading Model: Reconciling Portfolio Management Strategies and Economic Theory by Ralph Vince.
Also a list of Ralph's publications.
Zubin Al Genubi comments:
An interesting aspect of Vince's optimal f calc for a portfolio is that it solved by iteration. The idea of iteration is interesting in finding optimal values in functions. Also, graphing is an important tool to find maxima, and inflection points in curved functions.
Big Al adds:
Newton's method in optimization
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