Aliens, Forecasts, and the Shape of Signal SpaceI’m going to do a remix of this earlier article. The feedback I got was: “The preamble made sense, but the math lost me.” That’s fair. This…Sep 4Sep 4
Aliens, Cross Sectional Financial Forecasts, Spherical Codes, and Spherical Cap Packing#AlphaNova #AI #QuantTrading #CrowdsourcingAug 18Aug 18
Moonshot guess: Harnessing the Universal TOPOLOGY of embeddings.Preserving Topology in Text Embedding Spaces: A Topological Perspective on the vec2vec MethodMay 23May 23
The GodBrain of trading.Yo, let’s talk trading. Here’s the gripe — and we’ll start simple.Mar 27A response icon1Mar 27A response icon1
The Death of Gut Feel: Why Machine Learning Crushes Human “Insights” in FinanceFor decades, financial pundits have clung to the belief that stock market forecasting requires human intuition — some mystical ability to…Feb 14A response icon1Feb 14A response icon1
The Hedge Fund Hierarchy and the Optionality ParadoxBreaking It Down: The Hedge Fund MachineFeb 6Feb 6
Overfitting Part 2: How I Learned to Stop Worrying and Love the SphereOk, we’re going to kick up my ramblings a notch or two. I’ll try to keep the math side as light as possible so that an intelligent reader…Jan 27Jan 27
BacktestingSo, not sure if I ever mentioned this, but I hold a Ph.D. in backtesting — with a focus on overfitting. This illustrious degree was…Jan 26Jan 26
CointegrationLet’s chat about this arcane beast called cointegration. Back in the day, it was all the rage — still makes appearances on the CVs of…Jan 24Jan 24