Sublime

Here is a public and free Wes Gray 'Quantitative Momentum' screen I made for microcaps. This one includes slippage. I built it around his ideals and put my own spin on it. A more lengthy write-up on the changes I made can be found on my StinkedIn page as I cannot seem to upload PDFs on... See more

Kalshi's prediction market betting limits are defined in 702 PDFs sent to the CFTC from KalshiEX LLC. I used Claude's PDF API beta to parse all 702 of these PDFs, costing me $30 for 215MB of PDF parsing. All prediction market betting limits have been posted to my website below!... See more

After a long and unsuccessful search for a statistical inference and regression textbook at the right level for our PhD students, I finally decided to write up my lecture notes as a book. The book is publicly available if you are interested: https://t.co/XDB34FjaMS https://t.co/jplLjn9eQ3

I am a big fan of the analyst dispersion anomaly. Depending on how you model dispersion, it can forecast momentum. This is why... According to some research papers, high standard deviation of analyst estimates around the mean translates into a few overly optimistic people who are not properly discounting risk. Stock is... See more