ReSolve Riffs with Breaking The Market on Ergodicity Economics and Geometric Rebalancing
March 30, 2021
“Drink once every time someone says "rebalancing", twice for "geometric", thrice for "ergodicity". Leverage these amounts by 2.7x for the full Kelly experience”. This was the opening salvo from our guest, the once anonymous author of the popular Breaking the Market Blog, now revealed as Matt Hollerbach (founder of Pronghorn Analytics).