Forums  > General  > Market equilibrium/average-state  
Page 1 of 1
Display using:  


Total Posts: 3
Joined: Dec 2013
Posted: 2018-03-30 16:49
I have been playing around with Max Ent (MEI) and diversification.
Complex systems (protfolio, markets) have a density matrix and a
Hamiltonian. I have a density matrix for my portfolio.

It there a nice way to compute the Hamiltonian of my portfolio
using this density matrix?

What else can the Hamiltonian tell me about my portfolio and the


Total Posts: 11
Joined: Jun 2017
Posted: 2018-03-31 21:16
Disclaimer: not a physicist. Hamiltonian describes exactly the dynamics of your system (p,q). But thought the entire idea of density formulation (Liouville equation) is that you dont want to look explicitly at the full hamiltonian for your “complet system”. Its not feasible. Instead what you want to do is fourier expand your density rho(p,q) as the coefficients could give you some insight into the dynamics of correlations.

My 2c.
Previous Thread :: Next Thread 
Page 1 of 1