Category Technology

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 […]

Internet of Money

“The future is here, but not evenly distributed.” William Gibson Bitcoin and blockchain are somewhat of buzzwords, and have been for the last 5 years. A lot of people hold a little bit of Bitcoin, so everyone has a financial incentive and people get emotional about the evolving structural design of this nascent cryptocurrency. I […]

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. […]

Uber’s ‘God View’

We are all aware of the digital footprint we are creating when we use social media applications such as Facebook, Twitter and Instagram, but less aware of the analog activities such as Citibike and Uber. Companies are collecting massive amounts of our personal data to learn from and to better understand their userbase, but why […]

Evolution and the CEO Dilemma

Netflix is ubiquitous with personal cinema consumption whether it be on the family living room big screen or the laptop on the couch. Everyone remembers how Blockbuster was the place to go to rent a movie in sweats, but how did Netflix so successfully infiltrate their market? Blockbuster had the opportunity to buy Netflix for […]

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 […]