Welcome! This is my personal tinkering blog where I explore ideas at the intersection of machine learning and quantitative finance—mostly to stay current with trends in ML and statistics that could be applied to quant trading.

Important disclaimers:

  • Nothing here is IP-sensitive or leaks any alphas from my current or past employers
  • Coverage of a technique does not mean it’s useful, validated, or actually used in production strategies
  • This is about curiosity and digging deeper than headlines, not endorsements
  • I’m rather cynical about many things publicized to a wider audience—this is exploration, not advocacy

I’m a quantitative researcher, currently doing equity stat arb (mostly) at ADIA in Abu Dhabi, with prior experience at hedge funds in Hong Kong, London, and Paris.

New Here? Start With These

🎓 Conference Field Reports

Where I keep up with academic ML trends and curate what might (or might not) matter:

2024-2025:

Earlier Years:

🔬 Academic Research

Some of my earlier academic work:

Featured in Risk.net:

And in MIT’s The Net Advance of Physics

💬 Deep Dives into Specific Techniques

Long-form explorations (≠ recommendations):

NLP & Alternative Data:

Generative Models:

Portfolio Construction Methods:

Mathematical/Statistical Explorations:

📖 Book Summaries

Distilled reading notes:

Ways to Navigate

Community Work

I founded monthly ML meetups to build communities around machine learning:

Connect

All views expressed here are my own and completely unrelated to my current and past employers, or what I do for them. This is purely personal exploration and learning.