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Yes, definitely. The big issue there is that intraday intervals vs daily closes vs monthly prices all require very different kinds of analyses and features as they target different…

Yes! There is a number of widely known inefficiencies (low vol, mid cap stocks, the trend following anomaly, long volatility oriented strategies...) that consistently produce bette…

Most if not all of them. Especially during a downturn, all assets of all classes tend to correlate and produce negative returns. During big crises, stocks that before seemed uncorr…

You are not misunderstanding. While there is no doubt that there is a premium on taking more risk, ROI is also a very debatable metric to consider in a vacuum, though. If you only …

The assumptions underlying Brownian motion of prices have been disputed for quite a while now: the normality hypothesis can be rejected on most if not all historical financial retu…

Addendum: the paper actually mentions the Sharpe ratio, which is a general, popular measure of risk adjusted returns, but which fails to take into account the non-normality of the …

This is widely known among practitioners, but there is a caveat -- a 1/N portfolio bears a much higher risk than, say, a cap-weighted portfolio or a risk-parity asset allocation. A…

I worked in wealth management up until recently and can testify this exact behavioral bias was to be found in almost every single client, and sometimes in professionals as well, es…

I do stream live coding on twitch from time to time -- albeit I started out as a speedrun streamer. You have a point: if I were to write code in the same style I'm used to, it woul…

Chiming in with Piero Scaruffi's website[1]. I used to read it a decade back and it really hasn't changed that much; the information is plentiful and interesting, the site is fast,…

I have a visual alert on my computer to remind me of drinking water every half hour. After a couple of weeks, I regularly noticed myself feeling thirsty and reaching for the bottle…

Very true. While I'm skeptical of things like the blockchain as "the main course" in financial innovation, I noticed there's some general strive towards getting things right and up…

Nice job! It's good to see Rust implementations in the financial domain. I believe it's an excellent language with a bright future for many use cases in finance (both operations an…