models in motion

Experiments

Models, backtests, and small computational adventures where a question gets room to move.

Market attributionOne trading day

Why Was the Market Up?

Take apart a 1.05% day and measure exactly how much each S&P 500 company added or subtracted.

Behavioral financeFive sectors

Across five parts of the S&P 500, we put a model up against a panic seller, a performance chaser, and a dip buyer.

Asset allocation22-year backtest

From age 22 onward, quarterly deposits test both an all-in bandit and a continuously blended stock-and-bond strategy against familiar passive paths.

Machine learningFrozen snapshot

A four-class prediction test asking whether fourteen familiar market signals contain useful information about the next trading day.

MarketsFrozen snapshot

A one-year backtest asking whether an explore-and-exploit strategy can outperform simply holding any of ten diverse S&P 500 stocks.