posts
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OU Trading
August 5, 2026An Avellaneda–Lee OU mean-reversion strategy, residualized against embedding k-NN peers.
Asset Embeddings
August 4, 2026Word2Vec on institutional portfolios — and quantifying how reproducible the embedding actually is.
Data Collection
August 3, 2026Parsing free public SEC 13F and linking it to CRSP — and why I model at the PERMCO firm level.
Wrap-up
July 26, 2026What the first from-scratch OpenGL spellcasting engine grew into before the rebuild — the benchmark numbers, and the architectural debt that prompted it.