Sep

22

O. Henry, from Victor Niederhoffer

September 22, 2016 |

 O. Henry often boasted that you could name any place, any situation, any number and he could write a short story about it. I have often felt that I could take any situation, and relation, any game, and find a relation to markets in it (albeit not usually a predictive one).

I recently was studying integration by parts so I could compute moments of the exponential distribution. I gave myself the challenge of finding a market relation for integration by parts. I am wondering if anyone can find some useful take off point and relation to markets in it. I will give my answer after the market closes today.


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