Kelly criterion and the stock market
Published:
A simple investing approach based on the Kelly criterion.
Posts by Collection
portfolio
Insolvability of the Quintic Equation
Published:
A literature review of galois theory that leads up to proving that there exists no general formula for solving quintic equations.
Market microstructure and simulation
Published:
Investigation of market microstructure and simulation of order book dynamics.
Overview of Shor’s algorithm
Published:
Notes for a seminar given on an introduction to Shor’s algorithm.
Variational Quantum Algorithm for Option Pricing
Published:
Pricing options modelled with stochastic volatility via quantum algorithm.
Volatility trading via VIX
Published:
A group research project on trading strategies involving the VIX index.
Reading Project on Solitons, Instantions, and Twistors
Published:
A literature review of the book ‘Solitons, Instantons, and Twistors’ by Dunajski
Exploitive Poker Algorithm
Published:
A poker algorithm that deviates from Nash equilibrium and purposefully exploits opponents.
publications
Paper Title Number 1
Published in Journal 1, 2009
This paper is about the number 1. The number 2 is left for future work.
Recommended citation: Your Name, You. (2009). "Paper Title Number 1." Journal 1. 1(1).
Download Paper | Download Slides
Paper Title Number 2
Published in Journal 1, 2010
This paper is about the number 2. The number 3 is left for future work.
Recommended citation: Your Name, You. (2010). "Paper Title Number 2." Journal 1. 1(2).
Download Paper | Download Slides
Paper Title Number 3
Published in Journal 1, 2015
This paper is about the number 3. The number 4 is left for future work.
Recommended citation: Your Name, You. (2015). "Paper Title Number 3." Journal 1. 1(3).
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Paper Title Number 4
Published in GitHub Journal of Bugs, 2024
This paper is about fixing template issue #693.
Recommended citation: Your Name, You. (2024). "Paper Title Number 3." GitHub Journal of Bugs. 1(3).
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talks
What exactly are dumplings?
Published:
This idea originated from my friends during my visiting studies at Oxford, after having too many dumplings from Gloucester Green. One would like to rigorously define what a dumpling is.
Some cool papers I have (or plan to) read
Published:
Just a small collection of papers to remind myself to read.
Is there free lunch in this world?
Published:
Since you were toddlers, almost surely, your parents have nagged you many times never to expect a free lunch; Whatever you get for “free”, you pay for it in some other way or form. But is there anything stopping us from getting lucky once in a while, say, a shawarma falls from the sky right into our mouths?
teaching
Teaching experience 1
Undergraduate course, University 1, Department, 2014
This is a description of a teaching experience. You can use markdown like any other post.
Teaching experience 2
Workshop, University 1, Department, 2015
This is a description of a teaching experience. You can use markdown like any other post.