Category Technology

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 […]

Decision Analysis

Trading is a zero-sum game, there must be a loser for every winner, so you might think that either you can be only wrong or right for any given trade. A trader friend of mine broke down for me the decision analysis process he takes when evaluating his performance. He argued that it is not […]