The Actual Formula for Success

The actual Kool Aid everyone used to make big money on Wall Street:

And if you can't understand it you are far too stupid to work at Merrill or Goldman.

C_\rho(u,v) = \Phi_{\rho} \left(\Phi^{-1}(u), \Phi^{-1}(v) \right)
Where u and v \in [0,1] and Φ denotes the standard normal cumulative distribution function.

Differentiating C yields the copula density function:

c_\rho(u,v) = \frac{\phi_{X,Y, \rho} (\Phi^{-1}(u), \Phi^{-1}(v) )} {\phi(\Phi^{-1}(u)) \phi(\Phi^{-1}(v))}

Where

\phi_{X,Y, \rho}(x,y) = \frac{1}{2 \pi\sqrt{1-\rho^2}} \exp \left (- \frac{1}{2(1-\rho^2)} \left [{x^2+y^2} -2\rho xy \right ] \right )

This is what unsupervised PhDs will come up with. It's even better when supervisors ain't smart enough to actually figure out what you have done.