Multi-Period Trading via Convex Optimization considers a basic model of multi-period trading, which can be used to evaluate the performance of a trading strategy. It describes a framework for single-period optimization, where the trades in each period are found by solving a convex optimization problem that trades off expected return, risk, transaction cost and holding cost such as the borrowing cost for shorting assets. It then describes a multiperiod version of the trading method, where optimization is used to plan a sequence of trades, with only the first one executed, using estimates of future quantities that are unknown when the trades are chosen. The single period method traces back to Markowitz; the multiperiod methods trace back to model predictive control. This monograph addresses the single-period and multi-period methods in one simple framework, giving a clear description of the development and the approximations made. The methods described can be thought of as good ways to exploit predictions, no matter how they are made. We have also developed a companion open-source software library that implements many of the ideas and methods described in the paper. Multi-Period Trading via Convex Optimization collects in one place the basic definitions, a careful description of the model, and discussion of how convex optimization can be used in multi-period trading, all in a common notation and framework. It provides the reader with a unified, self-contained treatment, focusing on the practical issues that arise in multi-period trading. It will benefit anyone interested in the study of these methods and is also an ideal reference for a quantitative trader, or someone who works with or for, or employs, one.

1 in 50 Americans suffer from Obsessive-Compulsive Disorder. One man has found the secret and is now teaching the world. Steven Diamond, a world famous Las Vegas magician, who has performed in more than thirty nations and entertained millions of people, silently suffered with an undiagnosed illness that brought him to the brink of suicide. He was homeless, raped, and even found his best friends mother dead, hacked into pieces by someone he knew. It wasn't until age 30, after seeing his 8th therapist, and a life-threatening breakdown while performing with the world famous Osmond brothers that he was finally diagnosed with Obsessive-Compulsive Disorder. OCD is a vicious illness that leaves its suffering victims with a paralyzing fear, endless obsessions, and insatiable compulsions that torment the soul. Join him on an amazing journey as he reveals his most guarded secret for the first time. His emotional story will move you, inspire you and teach you life's greatest lesson.

Is our modern way of living beneficial to us over the long term? Can we continue to meet people's material "wants" (versus "needs") in a world with an ever-increasing population? Presented is compelling evidence that the answer is no.