Quick backstory: around a month and a half ago, I was partaking in my daily twitter doomscroll, and chanced upon a fascinating tweet from Steve Hou. I usually like Steve’s posts anyways, because he offers cool insights into the quant industry and is a pretty smart guy overall. But this tweet was particularly insightful - to the point that I bookmarked it to study in depth later.

It’s about the concept of “Alpha” and how even experienced practitioners can misuse this term. As someone who’s still learning about the field, it’s offered me a fresh perspective on a concept that is considered seemingly fundamental and basic. Around a month ago, I spent a few hours breaking each part of it down (within my own notes) and was rather happy with what I had learned. Then a thought struck me that I might as well share it publicly to potentially save someone else that time. So here I am!

Sorry for the late post bubs. I know that this is not what was promised, but I want to make it clear that I did not slack off. Essentially what happened is that I’ve spent the last 2 weeks working on a much bigger post, which I thought I could release in just a couple of days for whatever reason, but is now looking like it might take almost a month to complete. So in the mean time, I’ll be peppering this timeline with posts about random stuff that I’m learning in the process of building said project that would be too off-topic to include in the mega post itself. Enough yapping though, let’s get down to business.

First post!!

eyo wuz good

I’ve decided to start a blog to document (in depth) most things technical I learn over the next ~2 years. This decision is driven by two primary motivations:

(a) it holds me accountable by making everything public. As Andrej Karpathy has aptly said, “fear of shame increases the quality of your work.”