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The game that MicroStrategy is playing

What is Michael Saylor really selling? Bitcoin or just the volatility?

Posted on January 6, 2025

Disclaimer: The findings and insights shared in this post are based on my personal research and do not constitute any form of investment advice. The information provided is for informational purposes only and should not be considered as a recommendation to buy, sell, or hold any securities. Additionally, these findings... [Read More]
Tags:
- microstrategy
- btc
- volatility
- gamma
Modern Data Infrastructure Approach in Quant Finance - Part 2

What are the problems we are facing?

Posted on June 1, 2024

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Modern Data Infrastructure Approach in Quant Finance - Part 1

Business requirements, challenges and competitions

Posted on April 21, 2024

In 1997, Joshua Levine developed the first equity electronic matching engine, called Island, and the engine executed the first trade. Before that, the market relied on human traders, or “specialists”, to match the buy and sell orders. Now It sounds natural that this human routine can be easily automated by... [Read More]
Tags:
- data
- quantfinance
Navigating Alpha Sizing - Insights from a Factor Risk Model and Cryptocurrency Experiment

Alpha Sizing, Factor Risk Modeling, and the Quest for Portfolio Perfection

Posted on December 15, 2023

It was a perplexing puzzle to me when I first read Giuseppe A. Paleologo’s book “Advanced Portfolio Management” in 2022. The book (in Chapter 6) introduces the concept of alpha sizing, a technique for allocating positions based on expected returns of alphas and risk. After an in-depth empirical analysis of... [Read More]
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Thoughts after PyCon IE 2023

Posted on November 13, 2023

Yes, I flew to Dublin again, following my previous week at the Dublin Marathon. I’m not sure why I am so drawn to Dublin, but it’s true that this was my fourth time to the city. This time, I went there for PyCon Ireland 2023. [Read More]
Tags:
- pycon