Quick write up on correcting statistical bias when calculating exponentially weighted variance osquant.com/papers/replica…

Couldn't help myself Gappy (Giuseppe Paleologo). I've seen the drafts and had to pay my dues. Best quant book ever.

Thinking of writing a deep, free tutorial exclusive to X. What topic would be most valuable to you?

One of the top journals I read is Quantitative Finance. Many of their articles are open access. Highly recommend. tandfonline.com/toc/rquf20/cur…

Hey Dagster, I run my entire quantitative trading stack with Dagster ❤️ . Think I should pen an article on how to do that?

Good writing is like good code: minimal, precise, and expressive.

git confused

When I was a young academic, the name Didier Sornette was a BIG name. He's done quite a bit of research studying market bubbles and crashes. Just saw he dropped a new paper that is open access ❤️ on a model for bubbles and crashes. Worth a read. tandfonline.com/doi/full/10.10…

You can spend years figuring something out that takes five minutes to explain to someone else. Write it down.

When you're lacking motivation, remind yourself: discipline now, freedom later. The labor will pass, and the rewards will last.

If you don’t write, you’ll believe stupid things. Or worse, say them out loud.

Living in London be like: I always thought by the age of 30 I'd own my own mattress.