◠
·10 min read
Modern Portfolio Theory and the Efficient Frontier
Markowitz's mean-variance framework in one picture: why correlation, not just volatility, determines what a portfolio can achieve — and why the frontier is a map, not a money machine.
Tag
#investing
5 posts tagged with this.
⇄
·9 min read
Shannon's Demon: Volatility Harvesting and the Loss Bias of Leverage
A fair coin that moves ±10% a round already loses 0.5% a round. Rebalancing half against cash cuts that loss; a small edge turns it into a positive harvest. The same arithmetic explains why leveraged ETFs bleed.
⚖
·10 min read
The Kelly Criterion: How Much to Bet When You Have an Edge
Sixty-one finance professionals, a coin that lands heads 60% of the time, and a formula for bet sizing. Why maximizing expected value can bankrupt you, why 20% beats 40%, and why most professionals bet half Kelly.
▤
·9 min read
The Order Book: How Price is Actually Born
A hands-on look at how a limit order book works — matching engines, price discovery, support and resistance zones — with a live simulation you can drive yourself.
⌁
·16 min read
Generating Fake Stock Charts: From Random Walks to Order Books
A deep dive into synthetic stock price generation — from naive coin-flip random walks, through Gaussian distributions and fat tails, to a simulated order book — and how candlestick pattern analysis reveals the gap between each model and reality.
All tags
#c++18#interactive17#math10#visualization10#algorithms7#javascript6#functional-programming6#investing5#performance5#game5#mobile5#react-native5#optimization4#frontend4#package-management4#header-only4#probability3#simulation3#case-study3#devops3#coroutines3#lazy-evaluation3#build-tools3#ptrace3#expo3#dual-numbers2#webgl2#machine-learning2#react2#data-structures2#search2#monorepo2#architecture2#buckaroo2#memory-management2#terminal2#ansi2#buck2#bazel2#typescript2#linux2#sandbox2#systems2#complex-analysis1#music1#distributed-systems1#signal-processing1#git1#cli1#ci-cd1#feature-flags1#dx1#next.js1#mdx1#ai1#developer-tools1#agents1#llm1#orchestration1#mcp1#cognitive1#neuroscience1#physics1#bullet-hell1#mathematics1#linear-algebra1#hypervisor1#kvm1#graph-theory1#tracing1#static-analysis1#type-erasure1#smart-pointers1#error-handling1#sat1#fsharp1#cpp1#reactive1#python1