Investing is Compression

By Oscar Stiffelman

Published 2026-04-15

Everscope rating

1572.5

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Information-Theoretic Decomposition of Kelly Criterion. Problem types: Portfolio Optimization, Optimization, Risk Management.

arXiv:2604.10758 · Paper rankings

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