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Entropy is a pervasive measure of disorder across natural and artificial systems. This post reviews four measures of entropy used in time series analysis.
The Kelly criterion is used to allocate a fraction of capital to a particular investment, given a payoff amount and an estimate of success, such that the growth rate of capital is maximized.

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Finance
In this post we provide a brief overview of the Sortino Ratio and its behavior using recent stock market data.

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Finance
Developing a data science strategy within an organization of any size can be a major challenge. Executing on a strategy can be even more difficult, especially in larger organizations. However, if done well, a properly developed data science capability and executed strategy can materially impact an organization's ability to compete in terms of both growth and process optimization.
The old adage about investing successful investing goes, buy low, sell high. But today, with the stock market at all time highs and interest rates near historical lows, it seems challenging, if not impossible, to follow this sage advice. Therefore, I thought it would be informative to see what history can tell us about market returns when investing at all-time highs, holding for increasing periods of time, and then selling.