Category Data

Correlation Analysis of Cryptocurrencies

Cryptocurrency market behavior is being written and talked about by many. From what I’ve seen thus far, the analyses are mostly speculative with biased suggestions which trends will emerge. What is missing is data and statistics to validate these claims, so I propose a data driven analysis. I do not claim to be a cryptocurrency […]

Global Yield Curves

It’s been over a year since I last plotted the yield curve and a lot has happened since then. I updated the code slightly to convey a clearer visual. As expected, short-term rates have risen, as shown on the chart below. We know that the yield curve is, inherently, a forecast for what the economy holds […]

Simulating the Market

I’ve had a lot of friends and family approach me, asking for investment advice. After building and approaching markets in systematic trading programs for some time, I didn’t have the type of instantaneous hot stock tips I’d feel comfortable giving to a close friend or family member; rather I had market trends, sector correlations and trading strategies. […]

Baby Faced Assassin

It’s that time of the season for fantasy sports. Something caught my attention that I felt deserved a bit of a deeper dive. I’ve become increasingly aware, thanks to a hefty dose of Nate Silver’s work, of the hidden data behind the spectacle of the sports, so why am I not applying what I am […]

Airbnb and the Keys to the City

New York City is no stranger to trends, long-lasting or short lived. Being a young and somewhat new resident of the city, I have felt compelled to not limit myself to one neighborhood and rather experience every community the city has to offer, by living there. I think it is important to explore each and every microcosm to […]

PRISM

The past few years have been a period of enlightenment into the state of our privacy and the programs that governments are running to aid in the surveillance process. I have been trying for some time to track my personal data to measure and gain insight into my own habits but have not found one […]

Sharing Two Wheels and My Personal Data

Models It was the summer of 2008 while touring in Munich with my family when I first learned of the shared bike program that Deutsche Bahn had been running successfully for a few years. The bikes, bearing the unmistakable “DB” in big red letters, in typical utilitarianistic German fashion, made the bikes easy to spot […]