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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.

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

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.