Archives 2026 01 Jan The game of 24 - a short analysis and some strategies2025 17 May Selecting suitable projection matrices for compressed NMF 30 Apr Statistical factor models, and factor discovery 29 Jan Stylized facts of equity returns and volatility2024 31 Dec Auto Recalls as Alternative Data 20 Dec Eigenportfolios: Can We Find the Market from the Data Itself? 11 Dec Principal Component Analysis on implied volatility surfaces