This post explores how to use the Dickey–Fuller test to check the random‑walk hypothesis for time series using a pure NumPy implementation, and using Monte Carlo simulations to compute critical‑value tables.

Continue reading

In this follow-up, I analyze 10 years of data on a select group of stocks to show that while higher take-profit and stop-loss thresholds boost win ratios and Sharpe ratios, longer holding times can lower annualized returns.

Continue reading

In this article, I explore how adopting longer-term, resilient trading strategies with higher take-profit and stop-loss thresholds can deliver more consistent, risk-adjusted performance.

Continue reading

Recently, I delivered a culture talk on Scalien, my old database startup that never took off. I discussed the business, product and some technical challenges and lessons learned from developing ScalienDB, a Paxos-based distributed NoSQL database.

Continue reading

In the previous two articles, we explored the coverage of random portfolios in log volatility—return space, both with and without a risk-free asset. We now take the next step, and calculate the Efficient Frontier and Capital Market Line of Markowitz’s theory.

Continue reading

From an MMT (chartalist) perspective, cryptocurrencies lack sovereign backing and fail to establish the enforced demand necessary to function as true currency. Because they rely solely on speculative sentiment rather than legal mandates (like taxation), their values are unsustainable in the long run and risk ultimately collapsing to zero.

Continue reading

In 2008, I completed my first half-Ironman — then, later that same year, I took on the full Ironman distance at the traditional ExtremeMan in Hungary, finishing in 13 hours and 38 minutes. By 2013, I had knocked my time down to 11 hours and 36 minutes. Since then, I’ve racked up a total of 56 triathlon finishes. 2024 was one of the best years so far, with a record of 10 triathlon races.

Continue reading

In a previous article I simulated random portfolios using Monte Carlo methods for the 2023 daily closing prices of the 100 stocks constituting the Nasdaq-100. Here I add the risk-free asset to the portfolio and examine how it affects the coverage in log volatility—return space.

Continue reading

This post provides a practical Individual Career Plan template you can use to guide self-assessment, prioritize your professional development, and set meaningful goals that align with your vision for the future. By outlining clear objectives and action steps, you create a framework for continuous improvement and more informed career decisions. I use this same template for the data organization I lead, filled it out myself, and shared it with others to inspire them to do the same.

Continue reading

Hungary’s rushed entry into World War II and its botched attempt to break away from it show how stale leadership trapped in its own fantasy bubble can steer a nation toward disaster. By “political backtesting” these moments — comparing their underlying factors to the present — today’s citizens can weigh future outcomes, draw practical lessons, we can make more informed decisions about where and how to live.

Continue reading

I run Monte Carlo simulations of content production over random Watts-Strogatz graphs to show various effects relevant to modeling and understanding Randomized Controlled Trials on social networks: the network effect, spillover effect, experiment dampening effect, intrinsic dampening effect, clustering effect, degree distribution effect and the experiment size effect. I will also define some simple metrics to measure their strength. When running experiments these potentially unexpected effects must be understood and controlled for in some manner, such as modeling the underlying graph structure to establish a baseline.

Continue reading

I examine the coverage of random portfolios in log volatility—return space using Monte Carlo methods with different randomization techniques for the 2023 daily closing prices of the 100 stocks constituting the Nasdaq-100.

Continue reading

The article illustrates how Monte Carlo simulations serve as a powerful method for exploring statistical concepts in A/B testing, enhancing understanding, improving experimental design and analysis.

Continue reading

I built a simple Python-based Taboo game server using asyncio to provide a customizable multiplayer experience via Telnet.

Continue reading

My review of the AI landscape in late 2024, and what the road ahead looks like for those of us not building foundational models.

Continue reading

Recently, I delivered a techtalk on A/B testing to an audience of non-technical Product Managers and experienced Data Scientists.

Continue reading

A review and introspect on the second 100 articles written on Bytepawn.

Continue reading

A few days ago OpenAI CEO Sam Altman published an article titled The Intelligence Age. I used OpenAI's new o1-mini model to critique Sam Altman's writing of its own future.

Continue reading

I detail my structured approach to managing one-on-one meetings within a 40-person data team, emphasizing people management principles like radical transparency, tailored meeting cadences, and strategies to navigate common managerial challenges to foster a supportive and productive work environment.

Continue reading

The article explains the Bell inequality using Monte Carlo simulations in Python, and shows how non-local action-at-a-distance can be used to break it with entangled qubits.

Continue reading