notes on calculus (market notes update)
It has been awhile since our market notes…the last update was on momentum trading:
We are continuing the notes - the best way to describe the market notes is a thought vomit/journal on all things quant. Sometimes, it is writing on portfolio management, sometimes it is y = mx + c…other times it is trend following.
This time, it is a refresher on calculus. We already have more advanced concepts in calculus inside the book (stochastic calculus and convex optimization) and I thought it would be nice to have references there to the basic ideas in differential calculus. I will of course add more. Here is an excerpt of the typical prose you may see:
Here are the full market notes (904 pages, for subscribers):