La vérité existe. On n'invente que le mensonge. —Braque (Truth exists. One only invents falsehood.)
Some time ago I had the opportunity to discuss some of the finer statistical points of Quantitative Finance in an interview with Volatility Futures & Options. Highlights of the discussion include
• A novel representation of the log-normal distribution;
• What is wrong with many statistical graphs parametrized on volatility; and
• Transparency into common assumptions contradicting causality.
Much of the interview’s content was taken from my book LEVERAGED ETFs.
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