@__paleologo i think in nate silver's latest book he talks about SBF's linear / non-logarithmic utility function suggesting a blowup was to be expected
@orrdavid Nice, reminds me of "Over the year, Maverick Trading executed 100 trades using random selection methods—like Scrabble tiles and Ouija boards—to pick stocks. The experiment relied on a robust position management strategy..." https://t.co/9SDSs15nGQ