July 1, 2008
One of my hobbies is looking at financial markets. Market microstructure is fascinating, especially when you take a deep look at not only how the markets function (price discovery, information propagation, etc.), but also the various types of market participants and their motivations and expectations. Needless to say, investigating markets and the associated reams of [...]
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June 30, 2008
I like to use my personal projects as opportunities to learn about new things. Sometimes I explicitly try to reinvent the wheel — after all, this is my time to learn how to make a useful round object. I dedicate a certain amount of time every week to this type of tinkering, and the tool [...]
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