Blog

Collection

Since the blogosphere is already vast and wonderful, I try not to waste anyone’s time. So I only post pieces that I believe have a complete thought and make some worthwhile contribution (which turns out to be about 1 out of every 4 posts I start on). While all the snark and sarcasm is in jest, I’ve sunset a couple older posts where I engage with some subjects and/or people in ways that don’t quite feel right. From what’s listed here: I’ve changed my mind on some of these, others are underdeveloped or don’t achieve a satisfactory resolution, but I still enjoy reading most of them.

  1. Technologies of Future Governments and Electorates: Artificial Intelligence
  2. Prediction vs. Inference: On Kahan’s “explain my noise, please?”
  3. On HFT: Assumptions, Agent-Based Modeling, and a Philosophy of Error
  4. On HFT (Part II): Bugs, Features, and Aggressive Incompetence
  5. On HFT (Part III): Still confused about high-frequency trading? Yes
  6. Know Thy Model: Specificity and the Importance of Using Fake Data
  7. The Hunsader Follies
  8. Introduction to Agent-Based Models with respect to “The Future of Macroeconomics”
  9. NGDP Futures Targeting Is A Pretty Goofy Idea
  10. Fitting to Noise or Nothing At All: Machine Learning in Markets
  11. Accountability, Generalizability, and Rigor in Finance Research: Machine Learning in Markets (Part II)
  12. Quick Post: Misrepresenting Evidence In Behavioral Finance/Genetics
  13. Quick Post: “n people line up to sit in an n-seat theater”