Blog

Digging Into Factor Modelling via Alternative Data

April 29, 2026

A start-to-finish tour of multi-factor modelling

Polymarket Balance/Allowance Error: A Fractional Shares Problem?

October 07, 2025

An issue I ran into and some findings. Still not fully sure.

Stock Embeddings - Learning Distributed Representations for Financial Assets

April 08, 2025

Identifying meaningful relationships between the price movements of financial assets is a challenging but important problem in finance. While recent machine learning research often focuses on price forecasting, modeling asset correlations has lagged. Inspired by successes in natural language processing (NLP), we propose a neural model for training *stock embeddings*. This model uses historical returns data to learn nuanced relationships between financial assets. We describe our approach, discuss its potential applications, and present evaluation results demonstrating its utility in real-world financial analytics tasks compared to benchmarks.