Writing
Writing
Notes on quantitative finance, methods, engineering, and AI.
Quantitative Finance
Testing Regime-Based Factor Rotation
A concrete test plan for factor rotation: observable signals, point-in-time inputs, a static baseline, and costs.
AI
Testing a Financial Document Classification Prompt
A small worked example for classifying financial documents with evidence, abstention, and explicit evaluation.
Tutorials
Deflated Sharpe Ratios: Start with the Selection Problem
A reproducible simulation shows why the best Sharpe from many backtests is misleading, and what a formal correction must account for.
Opinion
Why Quant Research Should Be Open
The case for doing quantitative research in the open — and why secrecy is overrated for most alpha.
Tutorials
Five Backtesting Pitfalls That Fake Your Sharpe
Lookahead bias, survivorship, cost models, overfitting, and regime blindness — how each one inflates your backtest and how to catch it.