Financial services, FinTech, and complex situations.
I invest in financial services and FinTech. I trained as a mathematician and financial economist and started my career as a property and casualty actuary. This site collects my research, projects, and lecture notes, along with what I care about outside work.
Recent writing
What I write about
Financial services, FinTech, and complex situations
Essays, theses, and the frameworks I use to underwrite.
Mathematics and economics
Research papers, machine-learning projects, code, and lecture notes from Waterloo and Columbia.
Travel, food, and history
Travel journals, places worth the trip, and every recipe in Johnew's Kitchen.
Things I build and keep
Recipes, cooked and kept
Every recipe I've cooked and kept, in one format, with kitchen notes, the bar, and the pantry.
Liquidity, rates, credit, and the cycle
My macro dashboard: liquidity, rates, credit, equities, commodities and FX, growth and inflation, and fiscal, updated as a periodic snapshot.
Code
The portfolio optimization library, multivariate outlier detection in R, and the variational autoencoder.