July 4, 1776
Off-Topic
Finance
At Night We Walk in Circles.
Quantitative finance and risk management — quantitative when possible, qualitative when necessary.
Recent essays
12 of 12Reading Peter Muller
More than meets the eye
Oblique Strategies
Not a doomerist yet
2025 Buy-Side Quant Job Advice
Don't ask me for advice, just read this
On Timing Strategies
You thought it was hard. It is harder.
Information Coefficient, Transfer Coefficient And All That
[Originally Polemically Titled "The Transfer Coefficient Is Not What You Think It Is"]
Giving Thanks
Even gratitude is weird these days
Reading, Writing and Drawdown Arithmetic
We were born to suffer
A Poet On How To Talk To Investors
The most beautiful things are the ones we cannot say
Memories of an Enron Summer
It was a gas.
Book Review: "The Predictors"
When Chaos was Cool
Welcome
The world of finance needs talented people.