This is a place to store random finance posts whenever I get to them. So far:
- Duration of a growing perpetuity: Quick note on the derivation of the duration of a growing perpetuity.
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Trading strategy breakeven answer: Answer to a Twitter question posed by a "senior quant analyst" regarding a hypothetical trading strategy's breakeven win percentage: If a strategy wins
$W$ % or loses$L$ %, what win percentage is assumed when the expection is for breakeven? - Derivation of perpetuity formulas: A simple, step-by-step derivation of both the no-growth and growing perpetuity formulas commonly used in valuation.
If this gets lengthier, I'll make an index.