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ABF 1
CAS 1
Egypt 1
ICAPM 1
Japan 1
Keras 1
New Zealand 1
Python 4
10 Oct 2018
Academic · Projects
Protein Secondary Structure PredictionA hybrid convolutional–recurrent model that predicts the eight-state secondary structure of each amino acid, with an interactive 3D viewer of its predictions.
Interactive
1 Oct 2018
Academic · Code & Tutorials
WRDS Data Access via the Python APISetting up a .pgpass file and running your first CRSP queries from Python.
1 min
27 Sep 2018
Academic · Code & Tutorials
Portfolio Optimization LibraryA pip-installable Python library for mean-variance portfolios and the efficient frontier.
3 min
22 Sep 2018
Academic · Projects
Variational AutoencoderThe Kingma–Welling VAE on MNIST and SVHN, and how the size of the latent space shapes what the model learns.
8 min
R 1
SOA 1
Turkey 1
Waterloo 1
asset pricing 1
backtest 1
corporate finance 1
cross-section returns 1
deep learning 2
10 Oct 2018
Academic · Projects
Protein Secondary Structure PredictionA hybrid convolutional–recurrent model that predicts the eight-state secondary structure of each amino acid, with an interactive 3D viewer of its predictions.
Interactive
22 Sep 2018
Academic · Projects
Variational AutoencoderThe Kingma–Welling VAE on MNIST and SVHN, and how the size of the latent space shapes what the model learns.
8 min
economics 1
finance 6
22 May 2019
Academic · Research
Essay on Asset Returns with Intertemporal CAPMReplicating Campbell–Vuolteenaho and Campbell et al. on 1963–2018 data: cash-flow betas no longer separate value from growth, but news about market volatility does.
15 min
1 Oct 2018
Academic · Code & Tutorials
WRDS Data Access via the Python APISetting up a .pgpass file and running your first CRSP queries from Python.
1 min
27 Sep 2018
Academic · Code & Tutorials
Portfolio Optimization LibraryA pip-installable Python library for mean-variance portfolios and the efficient frontier.
3 min
24 Sep 2018
Academic · Research
The Role of Institutional Investors Prior to 1998Institutional ownership of US non-financial firms, 1980–1997: every type of institution avoids volatile stocks, and independent institutions show little sign of active monitoring.
5 min
22 Sep 2018
Academic · Lecture Notes
Columbia PhD Course Notes in Finance and EconomicsLecture notes from PhD coursework at Columbia: finance theory, microeconomic theory, empirical asset pricing, market microstructure, and econometrics.
1 min
6 Nov 2017
Academic · Research
The Original Turtle Trading Rules: A Single-Market StudyTesting the Original Turtle Trading Rules on 73 futures markets from 1994 to June 2017: single markets are noisy, an equal-weight composite earns a 1.26 Sharpe, and the edge halved after 2005.
11 min
financials 3
24 Oct 2026
Investing · Essays
Investing as System DesignWhere my investing comes from: model the structure of a system, test it with data, and design a solution around a defined objective, at the level of the company and the portfolio.
11 min
14 Feb 2026
Investing · Essays
Three Questions I Keep AskingAfter 15 years across actuarial work, financial economics, and ABF and financials investing: how do you get your money back, do you understand the risk, and can you structure around it?
3 min
31 Dec 2025
Investing · Essays
My Investment Principles (v1.0)A first draft of how I invest in financial institutions: what I analyze, in what order, and where the framework shows up today.
2 min
framework 1
futures 1
history 3
30 Dec 2025
Culture · Travel
Rebalanced: Tokyo, Kyoto, and Osaka in Nine DaysNine days down the old Tōkaidō, from Tokyo to Kyoto, Nara, and Osaka, with Shinto and Zen, shoguns and emperors, and what Japan ate along the way.
29 min
30 Dec 2024
Culture · Travel
The City and the Church: From Troy to Constantinople in Nine DaysNine days in Istanbul and on the Aegean coast, told in the order of its history: from Troy to the Greek cities of Ionia, Roman Ephesus, the eastern Roman Empire, and the Ottomans.
22 min
30 Nov 2023
Culture · Travel
Where the Writing Ended: Three Thousand Years of Egypt in Seven DaysA week in Egypt, told in the order of its history: from the first stone pyramid at Saqqara to the last hieroglyphs ever carved, at Philae.
23 min
institutional investors 1
intervention analysis 1
investing 3
24 Oct 2026
Investing · Essays
Investing as System DesignWhere my investing comes from: model the structure of a system, test it with data, and design a solution around a defined objective, at the level of the company and the portfolio.
11 min
14 Feb 2026
Investing · Essays
Three Questions I Keep AskingAfter 15 years across actuarial work, financial economics, and ABF and financials investing: how do you get your money back, do you understand the risk, and can you structure around it?
3 min
31 Dec 2025
Investing · Essays
My Investment Principles (v1.0)A first draft of how I invest in financial institutions: what I analyze, in what order, and where the framework shows up today.
2 min
nature 1
notes 2
22 Sep 2018
Academic · Lecture Notes
University of Waterloo Lecture Notes and Actuarial Exam NotesNotes from a math degree, from algebra to option pricing, plus study notes for actuarial exams MFE, C, and S.
1 min
22 Sep 2018
Academic · Lecture Notes
Columbia PhD Course Notes in Finance and EconomicsLecture notes from PhD coursework at Columbia: finance theory, microeconomic theory, empirical asset pricing, market microstructure, and econometrics.
1 min
optimization 1
panel regression 1
portfolio theory 1
principles 1
probabilistic machine learning 1
research 2
1 Oct 2018
Academic · Code & Tutorials
WRDS Data Access via the Python APISetting up a .pgpass file and running your first CRSP queries from Python.
1 min
24 Sep 2018
Academic · Research
The Role of Institutional Investors Prior to 1998Institutional ownership of US non-financial firms, 1980–1997: every type of institution avoids volatile stocks, and independent institutions show little sign of active monitoring.
5 min
risk 1
sequence models 1
stochastic volatility 1
structured credit 2
14 Feb 2026
Investing · Essays
Three Questions I Keep AskingAfter 15 years across actuarial work, financial economics, and ABF and financials investing: how do you get your money back, do you understand the risk, and can you structure around it?
3 min
31 Dec 2025
Investing · Essays
My Investment Principles (v1.0)A first draft of how I invest in financial institutions: what I analyze, in what order, and where the framework shows up today.
2 min
time series 1
travel 4
30 Dec 2025
Culture · Travel
Rebalanced: Tokyo, Kyoto, and Osaka in Nine DaysNine days down the old Tōkaidō, from Tokyo to Kyoto, Nara, and Osaka, with Shinto and Zen, shoguns and emperors, and what Japan ate along the way.
29 min
30 Dec 2024
Culture · Travel
The City and the Church: From Troy to Constantinople in Nine DaysNine days in Istanbul and on the Aegean coast, told in the order of its history: from Troy to the Greek cities of Ionia, Roman Ephesus, the eastern Roman Empire, and the Ottomans.
22 min
22 Aug 2024
Culture · Travel
In Search of Middle-earth: Nine Days in New ZealandA winter journey through New Zealand in search of Middle-earth, from the glaciers of Aoraki to the lakes around Glenorchy and the volcanoes of the North Island.
26 min
30 Nov 2023
Culture · Travel
Where the Writing Ended: Three Thousand Years of Egypt in Seven DaysA week in Egypt, told in the order of its history: from the first stone pyramid at Saqqara to the last hieroglyphs ever carved, at Philae.
23 min