Stock returns of simple trading strategies
Marton Trencseni - Fri 22 March 2024 • Tagged with trading, sharpe, winratio, nasdaw
I clean up the code I wrote for earlier posts, and run simple trading experiments. 
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. 
Introductory investigations into the stability of stock price volatility
Marton Trencseni - Sun 25 February 2024 • Tagged with markowitz, volatility
I investigate the volatility of some securities, and its stability over time. 
2024 Data Outlook
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.
How to achieve high performance, and, ratings
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.
Wordcount III: Beating the system `wc`
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.
Wordcount II: Introducing a cleaner C++ class hierarchy to `wc`
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.
Wordcount I: Implementing the Unix command-line tool `wc` in modern C++
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++.
Better be first 99% of the time than second 100% of the time
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.
Introduction to Marketing Mix Modeling
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.
Leadership models V: The Hero's Journey
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.
Real-world experiments: 5 Lessons from Google, Bing, Netflix and Alibaba
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.
Conditional Probabilities and Simpson's Paradox
Marton Trencseni - Sun 11 June 2023 • Tagged with probability, statistics, simpsons, paradox
I give examples of "unintuitive" conditional probabilities and discuss Simpson's paradox.
Testing GPT-4 spatial reasoning and comprehension
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.
Leadership models IV: the Pareto Principle, the Peter Principle, the Rumsfeld Matrix, Servant Leadership and Pygmalion Effect, and Goleman's Emotional Intelligence Model
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.
Leadership models III: First Principles Thinking
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.
Leadership models II: Growth Mindset, Eisenhower Matrix, Tuckman Model, Cynefin Framework, SCARF Model
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.
Leadership models I: Iceberg Model, Six Thinking Hats, Trust Equation, Circle of influence, OODA Loop
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.
GPT News Poet: silly AI poems based on today's news
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.
Can ChatGPT write the C++20 async message queue codes from the previous posts?
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.
