As a kid, one of my introductions to applied mathematics was the racetrack. Specifically, it was Randwick Racecourse in Sydney. I won’t bore you with my various adventures, except to say that for the longest time I have felt a strong pull towards a mathematical problem that arises there — one that seemed not to be well covered in the order statistics literature. I’d go so far as to say I had an overwhelming aesthetic need to construct a self-consistent pricing model for all racetrack wagers.

I’m pleased to say that some work down these lines was recently published in…

Microprediction

Chief Data Scientist, Intech Investments

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