Volatility Targeting with TiPortfolio: Does It Actually Help?
Testing inverse-volatility weighting on a QQQ/BIL/GLD portfolio — the idea sounds good, the results are more complicated.
Backtesting a Simple Fixed Ratio Portfolio with TiPortfolio
I built a backtesting library called TiPortfolio — here is how the simplest strategy works.
Why you need circuit breaker patterns in your LLM powered application
I have worked in AI for about six years, long before OpenAI released ChatGPT, integrating LLMs and ML models to power user-friendly software applications. My… Read More »Why you need circuit breaker patterns in your LLM powered application
Should I Drive or Walk to Car Wash?
I am going to wash my car, but it is only like 20 meters away to the car wash. Should I walk there or drive… Read More »Should I Drive or Walk to Car Wash?
Large Inside Trades on J.P. Morgan
Below are the data from TradeInsight.info about JPM, it includes congress members trades and insiders trades of JP Morgan. The interesting part is that both… Read More »Large Inside Trades on J.P. Morgan
Where Option Sellers Get the Most “Bang for Probability”
When you sell options, you’re making a very specific bet: You collect a premium today in exchange for the chance the option finishes in-the-money. Delta… Read More »Where Option Sellers Get the Most “Bang for Probability”