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Factor Decay: Why Yesterday’s Edge Might Not Work Tomorrow

Aug 2025

A look at why some factors fade, with a small momentum demo in Python

Kelly Criterion and Bankroll Strategy

May 2025

Notes on using the Kelly Criterion for blackjack and bankroll sims

Lightweight RAG: cheap wins with embeddings

June 2025

How I built a simple RAG setup using embeddings and a basic similarity search

The Jane Street Episode in India

July 2025

Reflecting on the Jane Street–India case

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