Bytepawn - Marton Trencseni

Papers

Marton Trencseni - Sat 30 March 2024 • Tagged with academia, papers

A compilation of academic-style papers I have written over the years.

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.

Watts-Strogatz

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.

MMM attribution

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.

Peter principle

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.

Netflix

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

Marton Trencseni - Sun 21 May 2023 • Tagged with gpt, gpt-4

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.

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.

Elon Musk First Principles Thinking