Volatility

A curved monitor on a desk displays a graph with red and blue lines. The desk also has a keyboard, mouse, coffee mug, and stacked books. Large windows show a cityscape at sunset in the background.

How Reinforcement Learning Cut My Portfolio Drawdown From −34% to −24% — Without Me Telling It How

31 May at 13:59

I cut my portfolio’s max drawdown from −34% to −24% with reinforcement learning — without coding a single sell rule. Full PyTorch code and charts inside.

Learn more

A person in a hoodie sits at a desk with their head in their hands, surrounded by monitors showing a crashing stock chart labeled VIX and warning signs such as CRASH and VOLMAGEDDON. Empty cups and papers are scattered on the desk.

Volmageddon & The 90-Second Rule: The $0.01 Stop That Would Have Saved $3 Billion

19 Apr at 11:19

On 5 Feb 2018, XIV lost 96% in 50 minutes. A LASSO stop from my book would have exited hours earlier. Full backtest in C# on QuantConnect.

Learn more

A man in a blazer sits at a desk with two monitors showing code and stock charts. Books about value investing, a notebook, and a coffee mug are on the desk, with bookshelves and a window in the background.

Charlie Munger’s Quality Investing — Coded in QuantConnect C#

17 Mar at 10:20

I coded Charlie Munger’s quality investing philosophy in QuantConnect C# — 10% CAGR over 11 years. Here’s what worked and what didn’t.

Learn more

Volatility

How Reinforcement Learning Cut My Portfolio Drawdown From −34% to −24% — Without Me Telling It How

Volmageddon & The 90-Second Rule: The $0.01 Stop That Would Have Saved $3 Billion

Charlie Munger’s Quality Investing — Coded in QuantConnect C#

Recent Posts

Tag Cloud

Categories

Archives