This contains notebooks and scripts used to support my writing in WILMOTT Magazine.
| Edition | Article | Notebook / Script |
|---|---|---|
| 2022/09 | The Normal Distribution Doesn't Work, it's time to stop using it! | See the repository for Adventures in Financial Data Science for a notebook associated with this article. |
| 2022/11 | Two Conjectues on Capital Placed at Risk | See the repository for Adventures in Financial Data Science for a notebook associated with this article. |
| 2023/01 | The Sharpe Ratio is a Terrible Statistic to Use to Optimize Trading Strategies | See the repository for Adventures in Financial Data Science for a notebook associated with this article. |
| 2023/03 | When Building Alphas Should we Do the Right Thing? | Do_the_Right_Thing.ipynb |
| 2023/05 | Yes, Quants Should Care About Money Left on the Table | Money_Left_on_the_Table.ipynb |
| 2023/07 | Thinking Differently About Asset Allocation | Thinking_Differently.wscript |
| 2023/09 | Asymmetric Response is a Persistent Feature of Stock Markets | Asymmetric_Response.ipynb |
| 2023/11 | Learning About Trading Strategy by Driving Around | No empirical work is associated with this article. |
| 2024/01 | (No article.) | Happy New Year! |
| 2024/04 | It turns out Other Countries aren't Normal Either | Other_Countries.ipynb |