endless-ds.github.io

random musings on topics like: data science, data engineering, finance, political economy, history, historiography, etc

some writings:

• 2024-01-08 a manifesto of sorts

• 2023-12-30 if the market is efficient, why don’t i just bet on it?

• 2023-12-22 black box models: who is it good for?

• 2023-09-19 paper read: seven thoughts on running big money for the long-term by AQR (2009)

• 2023-08-04 end of quarter tendency in IDX Composite index

• 2023-07-15 a short cautionary tale when backtesting strategies

• 2023-07-13 how measurement error affects OLS

• 2023-07-02 answering data science interview question using Monte Carlo: batting average

links:

• You can reach me at thisis [dot] endlessds [at] gmail [dot] com