cheesecake

[cheesecake @Cheesecake_Lord]

@0xFaust12 Would a question be how you determine the uncertainty set for the covariance matrix in practice - especially given some factor covariance matrix coming from vendor risk model + proprietary risk factors? In that case , shrinkage seems more practical potentially

[cheesecake @Cheesecake_Lord]

@0xFaust12 @kmurphy1 you mean robust / shrinkage covariance estimation or actual robust mean-variance (or other optimisation) methods?

[cheesecake @Cheesecake_Lord]

@vercinyc nyc

[cheesecake @Cheesecake_Lord]

@the_green_lark Does this come from a paper?

[cheesecake @Cheesecake_Lord]

@sdav1986 what's wrong with square root impact?

[cheesecake @Cheesecake_Lord]

@varuntakkar01 what is this plot?

[cheesecake @Cheesecake_Lord]

@steiner_marwin Would be interested

[cheesecake @Cheesecake_Lord]

@lialiascg do you believe in the idea that 'if it's meant to be it's meant to be'?

[cheesecake @Cheesecake_Lord]

@sssz_zzz based allocation

[cheesecake @Cheesecake_Lord]

@umikathryn that explains a lot

[cheesecake @Cheesecake_Lord]

@lialiascg basque or japanese style

[cheesecake @Cheesecake_Lord]

@RobinhoodApp Nice

[cheesecake @Cheesecake_Lord]

@lialiascg Ability to make decisions and people pleasing hit so accurately lmaoo

[Kalshi @Kalshi]

JUST IN: Jim Cramer says investors should sell data center stocks "no matter what"

[cheesecake @Cheesecake_Lord]

@aporia9n My thoughts exactly - you lock yourself up - and miss out on just putting the same money into assers. Unless you're risk averse / actually planning to settle down / make so much money anyways....

[cheesecake @Cheesecake_Lord]

@RJCcapital what app are you using for this ?

[cheesecake @Cheesecake_Lord]

@sssz_zzz AI is back

[Kalshi @Kalshi]

JUST IN: London Stock Exchange to launch 24-hour stock trading