Im currently going through "Universal Portfolios with Side Information" by Cover and Ordentlich [96]. Near the end of the paper, they provide a formula for calculating weights of a Universal Portfolio (eq. 135 in the paper). The formula has a strange notation of having two functions over each other in square brackets (with no division bar). I'm trying to understand the was the expression is saying via the derivation, by I am unable follow Cover's insight. What does this notation mean? Here is the formula for reference:
$$ \hat{b}_n = \frac{1}{\sum_{l=0}^{n-1}{Q_{n-1}}(l)}\left[ \substack{\sum_{l=0}^{n-1}{\frac{\big(l+1-\frac{1}{2}\big)}{n}Q_{n-1}(l)} \\ \sum_{l=0}^{n-1}{\frac{\big(n-1-\frac{1}{2}\big)}{n}Q_{n-1}(l)}} \right] $$