Published inProof ReadingAm I doing this right? And other questions that unite teaching and trading.[TL/DR: Here we develop techniques for normalizing price data that can help us understand the distributional behavior of equities price…Dec 16, 2024Dec 16, 2024
Published inProof ReadingThe Violence of Trading and the Trading of ViolenceOctober is domestic violence awareness month. Every year I write something about this, and every year I wonder if there is anyone left who…Oct 31, 2024Oct 31, 2024
Published inProof ReadingArtificial is in the nameThe way people talk about AI these days feels straight out of a Michael Crighton novel. Marc Andreessen’s “Techno-Optimist Manifesto,”…Oct 7, 2024Oct 7, 2024
Published inProof ReadingInformation Leakage: The Research AgendaImagine a world where cars are self-driving, dishes are self-cleaning, and books are self-reading. Imagine a future where man is not just…Sep 9, 2024Sep 9, 2024
Published inProof ReadingBill Guinan’s Wall Street: The Movie[TL/DR: Proof is excited to welcome Bill Guinan as our new head of sales! Instead of giving you the bullet points of his bio in a typical…Aug 7, 2024Aug 7, 2024
Published inProof ReadingMean Squared Error Can Be Too Mean[TL:DR] We develop a new metric for evaluating predictions of closing auction sizes for US equities trading. This leads us to an improved…Apr 15, 2024Apr 15, 2024
Published inProof ReadingReflections on Randomness [and reality TV]There are many lessons to draw from Netflix’s “Squid Game: The Challenge,” a reality competition show. The most important — that…Jan 31, 2024Jan 31, 2024
Published inProof ReadingAlice Tells a StoryIt takes a certain amount of hubris to write a blog. Ideally, just a pinch. Enough to imagine that your words can matter or that…Oct 25, 2023Oct 25, 2023
Published inProof ReadingThe SEC Thinks PDA is Dangerous, and Other Signs that They Have Hired Your MomThere is something I have to get out of the way up front. I can’t make it all the way through the SEC’s rule proposal on brokers’ use of…Sep 5, 20231Sep 5, 20231
Published inProof ReadingInformation Leakage Can Be Measured at the SourceTL/DR: Proof has put out a new whitepaper on defining and measuring information leakage. The main idea is that information leakage can be…Jun 20, 2023Jun 20, 2023
