Modelling Complex Systems – Tracy-Widom Distributions

“Whereas “uncorrelated” random variables such as test scores splay out into the bell-shaped Gaussian distribution, interacting species, financial stocks and other “correlated” variables give rise to a more complicated statistical curve. Steeper on the left than the right, the curve has a shape that depends on N, the number of variables.”

you say tomato i say tomato

What a great discussion was had with very capable thinking minds that occupy the Diversified Systematic Trend following space. Plurality of viewpoint is just so important. The best one liner of this episode was when Jerry said to Niels….”If you took my viewpoint then I would have taken yours….and if I had taken your viewpoint,