The volatility of simple trading strategy returns
Marton Trencseni - Sat 09 March 2024 • Tagged with markowitz, volatility
I investigate the volatility of aggressive take-profit strategies on tech stocks.
Marton Trencseni - Sat 09 March 2024 • Tagged with markowitz, volatility
I investigate the volatility of aggressive take-profit strategies on tech stocks.
Marton Trencseni - Sun 25 February 2024 • Tagged with markowitz, volatility
I investigate the volatility of some securities, and its stability over time.
Marton Trencseni - Sun 11 February 2024 • Tagged with outlook, 2024, datahub, capm
It is the beginning of the year — a good time to reflect on the previous year and make plans for the year ahead. I wrote this document for my team members in 2024 January to kick off the year. This is an abridged version with sensitive content removed.
Marton Trencseni - Sun 21 January 2024 • Tagged with okr, goaling, performance, people, management
I wrote this document for my team members — Data Scientists and Data Engineers — to help them do a better on their annual performance reviews.
Marton Trencseni - Fri 29 September 2023 • Tagged with c++, wc
In this follow-up to the previous article about writing a C++ version of the Unix command-line utility wc
, I make some modifications to beat my system wc
in performance tests.
Marton Trencseni - Sat 23 September 2023 • Tagged with c++, wc
In this follow-up to the previous article about writing a C++ version of the Unix command-line utility wc
, I make the class structure more complicated to keep separate concerns and functionality in different C++ classes. The result ends up being significantly more complex than the original, but does not make the overall program easier to understand or modify.
Marton Trencseni - Sun 10 September 2023 • Tagged with c++, wc
After reading the excellent book Beautiful C++ about the language's latest features, I implement the Unix command-line tool wc
in modern C++.
Marton Trencseni - Fri 25 August 2023 • Tagged with book, hft, trading, fpga
A review of the Donald MacKenzie's book Trading at the Speed of Light, which gives an excellent history and inside-peek of the world of High Frequency Trading, or HFT.
Marton Trencseni - Sun 23 July 2023 • Tagged with mmm, marketing, mixed, model, lightweight_mmm, google, python
I describe the concept of Marketing Mix Modeling using Google's LightweightMMM library.
Marton Trencseni - Fri 23 June 2023 • Tagged with leadership, mental, models, first-principles
The Hero's Journey, or Monomyth, is a narrative pattern identified by scholar Joseph Campbell that appears across a wide range of cultures and eras, and is also a useful mental model in Leadership.
Marton Trencseni - Sun 18 June 2023 • Tagged with ab-testing
I discuss five lessons from large-scale experiments conducted by Google, Bing, Netflix and Alibaba: Kohavi's 1 out of 3 rule, Google's 41 shades of blue, Bing's unexpected big win, Alibaba's personalization experiment and Netflix' movie image personalization.
Marton Trencseni - Sun 11 June 2023 • Tagged with probability, statistics, simpsons, paradox
I give examples of "unintuitive" conditional probabilities and discuss Simpson's paradox.
I run experiments to determine whether, or to what degree, GPT-4 has developed an comprehension of spatial relationships. I find that it it significantly better than GPT-3.
Marton Trencseni - Fri 19 May 2023 • Tagged with leadership, mental, models, first-principles
In this post, I describe the Pareto Principle, the Peter Principle, the Rumsfeld Matrix, Servant Leadership and Pygmalion Effect, and finally Goleman's Emotional Intelligence Model.
Marton Trencseni - Tue 16 May 2023 • Tagged with leadership, mental, models, first-principles
I describe Elon Musk's First Principles Thinking model through several examples: SpaceX, Warren Buffet's Berkshire, Google's organization design, Python's language design, Random Forests and Convolutional Neural Networks.
Marton Trencseni - Sun 14 May 2023 • Tagged with leadership, mental, models, growth-mindset, eisenhower-matrix, tuckman, cynefin, scarf
I describe the following mental models useful in leadership and self-management: the Growth Mindset, Eisenhower Matrix, Tuckman Model, Cynefin Framework, SCARF Model.
Marton Trencseni - Fri 12 May 2023 • Tagged with leadership, mental, models, iceberg, thinking-hats, trust-euqation, ooda
I describe the following mental models useful in leadership and self-management: Iceberg Model, Six Thinking Hats, Trust Equation, Circle of Influence and OODA Loop.
Marton Trencseni - Sun 07 May 2023 • Tagged with gpt, python, gnews, ai
I show how I used GNews and the OpenAI API to build GPT News Poet, a fun toy site showing silly AI poems based on today's news.
Marton Trencseni - Sat 15 April 2023 • Tagged with cpp, async, message, queue, chatgpt
I try to get ChatGPT to write the codes in the previous posts. It's able to write the basic message queue skeleton, but it cannot implement more complicated features such as delivery semantics with caching; also, the code crashes. C++ programmers do not (yet) need to fear for their jobs.
Marton Trencseni - Sat 08 April 2023 • Tagged with cpp, async, message, queue
I write a somewhat more complicated, but still relatively simple async message queue server in modern C++20.