Writing
Notes and essays on multi-period portfolio optimization and the engineering underneath it. The papers live on research; this is the thinking around them — shorter, less formal, and revisable.
Research notes
Working notes from the multi-period portfolio optimization research — derivations, dead ends, and the things that turned out to matter.
The first notes will come out of the PhD reading: multi-period formulations, and where the convex-optimization view stops being enough.
Essays
Longer pieces on quantitative finance and the engineering underneath it — written to be read by someone outside the field.
Nothing here yet. The queue starts with why multi-period optimization is harder than repeating a single-period solve.
Explainers
One idea, made legible — the same job the homepage slides do, at more length and with the mathematics left in.
Nothing here yet. The homepage explainer is the prototype; these would be the full-length versions of its three slides.
Miscellaneous
The shelf for things that are not papers, essays or explainers — quote collections, reading notes, whatever else is worth keeping. Kept honest by exactness: anything quoted here carries its source.
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Favourite quotes
Lines I keep coming back to, mostly about risk, regimes, and the gap between a model and the world it is supposed to describe.