Why You Shouldn't Subscribe

About me

I completed my undergraduate last year, & self-taught myself into receiving multiple offers from PMs in Citadel/MLP/Bluecrest/Rokos/Brevan to join their pod w/o going through the typical grad rotations. Currently a hedge fund quantitative macro trader + researcher.

What is the blog gonna be about?

Simple stuffs explained simply & deeply. We've all heard of stories on how people who are supposedly "advanced", fail the basic and simple interview questions.

I'm hiring a junior quant and out of 30 applicants only 4 have passed my first round interview. Despite having tier 1 math/stats degrees and prior roles, most are weeded out if you simply ask them basic questions about regression. I'm talking chapter 1 linear model stuff here. https://t.co/6yhAlbyAe6
— fdf (@0xfdf) May 7, 2024

I didn't, and still don't (to certain extent) have a really deep understanding on the simple stuffs. And I write this blog mostly to make myself sharper. If you think the basics are not important, read what these practitioners think:

It’s a strong opinion of mine that really intuitively understanding the properties of time series filters and really understanding the properties of univariate and multivariate OLS will pay off many times over.
— cephalopod (@macrocephalopod) December 5, 2023

Actually a good chunk of the articles will be advanced; we talk about Random Forests, XGBoost, etc; but I promise I will try my best to explain stuffs simply, while not compromising the rigour of the subject.

What I actively try to avoid writing about:

generic textbook stuffs/equations i.e what is linear reg/MVO
shill 952 textbooks/github/papers about "quant trading"
generic code snippets i.e fitting ML models on price wtv (although sometimes I do provide code to play around with if it adds value)

What thoughts went behind the pricing?

The newsletter is priced in such a way to make it worth my time. I take a *lot* of care to make sure I'm not writing generic stuffs, and that takes a lot of effort and time. Each article probably takes 8-15 hours of research, writing, and editing all together.

What's the frequency of the posts?

Since I have a day job things can get hectic, so I might not have time to write/post. If I feel like I do not post enough to justify the value I will comp everyone for that month. As a rough estimate i plan to post every ~3-4 weeks at the minimum.