Or this one: https://arxiv.org/pdf/cs/0605067.pdf Find non-diversified asset poo...

		crb002 on July 23, 2017 \| parent \| context \| favorite \| on: Hedge Fund Uses Algae to Reap 21% Return Or this one: https://arxiv.org/pdf/cs/0605067.pdf Find non-diversified asset pools based on mutual information of prices. Avoid too much exposure to any pocket, but do arbitrage within a pocket.