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Factor Decay: Why Yesterday’s Edge Might Not Work Tomorrow
Aug 2025A look at why some factors fade, with a small momentum demo in Python
Kelly Criterion and Bankroll Strategy
May 2025Practical notes on using the Kelly Criterion for blackjack and bankroll sims.
Lightweight RAG: cheap wins with embeddings
June 2025How I built a simple and effective RAG setup using only embeddings and a basic similarity search
The Jane Street Episode in India
July 2025Reflecting on the Jane Street–India case and its broader implications for emerging market regulation