819 pages; Dual Convex Problems + Asyncio; Quantitative and Qualitative Treatments to Capital Markets
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This week, we explore the critical topic of duality in convex optimization problems - this about sums up the more detailed workings for chapter 1 through 5 of convex optimization book by Boyd and Vandenberghe, which can be quite painful.
We also added notes on asynchronous programming to the market notes.
Our last market notes post was here:
In the upcoming post, we will write a simple Python backtester for quantitative strategies. We will explore some concepts in OOP, which is crucial to get right before we understand the logic flow of the Russian Doll code.
Happy reading. (table of contents)
Market Notes (Full, 819 pages) for paid readers: