We give an explicit algorithm and source code for computing optimal weights for combining a large number N of alphas. This algorithm does not cost O(N^3) or even O(N^2) operations but is much cheaper, in fact, the number of required operations scales linearly with N. We discuss how in the...

We discuss the idea of a purely algorithmic universal world iCurrency set forth in: "https://ssrn.com/abstract=2542541" https://ssrn.com/abstract=2542541 and expanded in: "https://ssrn.com/abstract=3059330" https://ssrn.com/abstract=3059330 in light of recent developments, including Libra. Is...

We apply our statistically deterministic machine learning/clustering algorithm *K-means (recently developed in http://ssrn.com/abstract=2908286) to 10,656 published exome samples for 32 cancer types. A majority of cancer types exhibit mutation clustering structure. Our results are in-sample...

We present *K-means clustering algorithm and source code by expanding statistical clustering methods applied in http://ssrn.com/abstract=2802753 to quantitative finance. *K-means is statistically deterministic without specifying initial centers, etc. We apply *K-means to extracting cancer...