Modern Portfolio Theory I: Random portfolio coverage in log volatility—return space

Marton Trencseni - Sun 01 December 2024 • Tagged with markowitz, portfolio, capm, volatility

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.

Monte Carlo casino

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The Unreasonable Effectiveness of Monte Carlo Simulations in A/B Testing

Marton Trencseni - Sun 20 October 2024 • Tagged with ab-testing

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.

Monte Carlo casino

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A simple telnet based Taboo game in async Python

Marton Trencseni - Sun 06 October 2024 • Tagged with taboo, python, async

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

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AI Strategy in 2024 for the Rest of Us

Marton Trencseni - Fri 04 October 2024 • Tagged with meta

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

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Techtalk: Why are A/B tests the gold standard of causal inference?

Marton Trencseni - Sun 29 September 2024 • Tagged with ab-testing, techtalk, kohavi

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

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200 articles

Marton Trencseni - Sat 28 September 2024 • Tagged with meta

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

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ChatGPT's critique of OpenAI CEO Sam Altman's vision of the AI future

Marton Trencseni - Fri 27 September 2024 • Tagged with openai, chatgpt, sam, altman

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.

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How I manage my 1v1s

Marton Trencseni - Sun 22 September 2024 • Tagged with people, management

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.

Meeting distribution

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Breaking Bell's Inequality with Monte Carlo Simulations in Python

Marton Trencseni - Sun 01 September 2024 • Tagged with physics, quantum, mechanics, qubit, entanglement, epr, bell

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.

John Stewart Bell

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Quantum Entanglement, Locality, Determinism

Marton Trencseni - Sun 18 August 2024 • Tagged with physics, quantum, mechanics, qubit, entanglement, epr, bell

This blog post explores foundational quantum mechanics concepts such as superposition, entanglement, and the challenges posed by locality and determinism, while highlighting the historical efforts of Einstein and Bohm to reconcile these phenomena with hidden variable theories.

Double slit experiment

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Why I don't live in Hungary

Marton Trencseni - Wed 07 August 2024 • Tagged with hungary, politics, orban, dubai

In February 2016, I made a life-changing decision to leave Hungary and seek opportunities abroad, starting in London and later moving to Dubai. This essay explores the multitude of reasons behind my choice and why I have no immediate plans to return to Hungary.

Orban no migration

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How to solve it

Marton Trencseni - Thu 01 August 2024 • Tagged with polya, problem, solving

I discuss Polya's How to Solve it approach to mathematical problem solving and the 2010 paper Teaching general problem-solving skills is not a substitute for teaching math.

How to solve it

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How I screen CVs

Marton Trencseni - Mon 01 July 2024 • Tagged with cv, screen, hiring

Screening CVs is a critical step in the hiring process, used to determine which candidates progress further in the hiring funnel. While the approach to CV screening can vary by company and industry, the primary goal remains the same: to identify candidates with the potential to succeed in subsequent interview stages.

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Writing a simple Javascript async message queue server - Part III

Marton Trencseni - Mon 17 June 2024 • Tagged with javascript, async, message, queue

In this final post on the toy Javascript async message queue server implementation, I make it compatible with the Python version. I use the library of unit tests developed previously to ensure identical behaviour between the two codebases.

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Writing unit tests for the async message queue server

Marton Trencseni - Sat 15 June 2024 • Tagged with python, async, message, queue, unit, test

I write a small library of unit tests for the message queue servers.

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Testing randomness extractors

Marton Trencseni - Sun 02 June 2024 • Tagged with randomness, extractors, biased, coin, fair

I apply NIST's suite of statistical tests to my randomness extractor implementations from the previous posts.

Coin flip

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Randomness extractors: making fair coins out of biased coins

Marton Trencseni - Sun 26 May 2024 • Tagged with randomness, extractors, biased, coin, fair

I discuss various models of biased bit sequences, and how to extract uniform random (or close to it) output bit sequences from them, illustrated with Python code.

Coin flip

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Writing a simple Python async message queue server - Part III

Marton Trencseni - Wed 22 May 2024 • Tagged with python, async, message, queue

In this final post on the toy Python async message queue server implementation, I make further feature and code improvements.

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Writing a simple Javascript async message queue server - Part II

Marton Trencseni - Sat 11 May 2024 • Tagged with javascript, async, message, queue

I write a somewhat more complicated, but still relatively simple async message queue server in Javascript.

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Writing a simple Javascript async message queue server - Part I

Marton Trencseni - Sun 05 May 2024 • Tagged with javascript, async, message, queue

I write a simple, bi-directional async message queue server in Javascript.

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