My basic and primitive understanding (From Taleb Etc.) is that there are a few ideas that are important; such as ergodicity; at least when trading in a complex market and why you should follow Kelly criterion. Also, fat tails etc.
But when I did the research like you, it seemed quite sparse.
My basic and primitive understanding (From Taleb Etc.) is that there are a few ideas that are important; such as ergodicity; at least when trading in a complex market and why you should follow Kelly criterion. Also, fat tails etc.
But when I did the research like you, it seemed quite sparse.