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15min chapter
Ep. 10: Christian Hubbs on Black Swan Tail-Hedging and Recent Innovations in AI
InFi: the Future of Finance
Optimal Betting Strategies and Portfolio Construction
The chapter delves into various strategies for position sizing in trading and investing, highlighting the Kelly criterion for determining optimal bet sizes. It explores portfolio construction methods focusing on diversification and cash retention. The discussion also involves conducting simulations to identify optimal wagering percentages and outcomes through Monte Carlo simulations.
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Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode