Machine Learning & Quantitative Finance
Personal explorations in ML and statistics for quant trading
A tinkering blog documenting curiosity-driven deep dives into techniques at the intersection of machine learning and quantitative finance. This is not about production strategies or alphas—it's about staying current with trends and exploring what might matter.
Featured Deep Dives
In-depth technical explorations (not endorsements)
Disentangling Speech Embeddings: Removing Text Content from Audio Embeddings with Regression
1600+ line technical investigation into separating linguistic content from speaker characteristics in audio representations.
NeurIPS 2024 Reflections
Personal takeaways from one of the largest AI/ML conferences, covering LLMs, compression techniques, and emerging research directions.
CorrGAN: Realistic Correlation Matrices
Using GANs to generate synthetic financial correlation matrices for robust backtesting. Featured in Risk.net.
Hierarchical Risk Parity Series
Three-part exploration of HRP and HERC portfolio construction methods, from theory to implementation.
DSPy for RAG on Blogs
Building retrieval-augmented generation systems using DSPy framework for querying blog content.
Optimal Transport Between Copulas
Novel dependence measures using optimal transport. Featured in MIT's Net Advance of Physics.
Explore by Topic
🎓 Conference Reports
ICML, NeurIPS, EMNLP coverage since 2017
30+ posts📊 Portfolio Construction
HRP, network-based methods, risk models
25+ posts🤖 Generative Models
GANs, VAEs, synthetic data generation
15+ posts💬 NLP & Alternative Data
Speech analysis, sentiment, text processing
20+ posts📐 Mathematical Foundations
Copulas, optimal transport, information geometry
10+ posts📚 Book Summaries
Distilled insights from key texts
5+ posts