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Ep. 491: Brian Christian Interview with Michael Covel on Trend Following Radio

Michael Covel's Trend Following

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The History of Multi-Arm Banded Problems

The multi-arm banded problem has this really colorful history in the history of mathematics. For most of the 20th century it was considered unsolvable, not just a difficult problem but literally unsolvable. But to the field's own surprise they started making a series of gradual breakthroughs and chipping away at the problem. And one of the first was this simple algorithm called win stay lose shift.

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