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.
- A Species of General Disapproval
- Cathy O’Neil Offers Silly Market Commentary
- Technologies of Future Governments and Electorates: Artificial Intelligence
- Prediction vs. Inference: On Kahan’s “explain my noise, please?”
- On HFT: Assumptions, Agent-Based Modeling, and a Philosophy of Error
- On HFT (Part II): Bugs, Features, and Aggressive Incompetence
- On HFT (Part III): Still confused about high-frequency trading? Yes
- Know Thy Model: Specificity and the Importance of Using Fake Data
- The Hunsader Follies
- Introduction to Agent-Based Models with respect to “The Future of Macroeconomics”
- Mathematical Accuracy Is “Shallow Pedantry”?
- NGDP Futures Targeting Is A Pretty Goofy Idea
- Fitting to Noise or Nothing At All: Machine Learning in Markets
- Accountability, Generalizability, and Rigor in Finance Research: Machine Learning in Markets (Part II)