Hi, I am an ex quant trader on a 6 month noncompete that will soon work full time in crypto/web3. In the next half year, I hope to use this medium to track some of my ideas as they develop and chart my personal growth during my time off. I plan on writing once a week on a myriad of topics - whether it is personal projects or something I have been learning/thinking about.

I think good experiences teach one how to systematically build frameworks. Consider a standard undergraduate mathematics curriculum - students learn some fundamentals initially (such as analysis or algebra for instance). A good undergraduate experience would give students the opportunity to build their own mental models on how different topics can intertwine to tackle future problems. There is a certain process we think through when we write proofs. It’s the same as in trading. When designing a strategy, a vanilla process to go through can look like 1. initial hypothesis, 2. data generation/research/backtesting, 3. productionizing pricing and getting live implementation, 4. test trading, 5. actual execution, 6. reconciliation between trades and a simulation, 7. further research and alpha generation. We start with some empirical phenomena that we believe we can improve, maybe it is in the pricing for some class of equities or other products. How do we capitalize on this? If we have a hypothesis, how to validate the hypothesis? How do we continue to ensure our assumptions are correct in a live/productionized setting? Of course, the list of questions only gets longer as more research is done.

From a personal sense, this was my first job. Perhaps it is only after the access has been cut, the goodbye email sent, the documentation written does the abrupt change really settle in. I think I actually learned the most on that penultimate day at work - especially from a leadership sense and how we all can adapt to sudden changes.

Hi, I am an ex quant trader on a 6 month noncompete that will soon work full time in crypto/web3. In the next half year, I hope to use this medium to track some of my ideas as they develop and chart my personal growth during my time off. I plan on writing once a week on a myriad of topics - whether it is personal projects or something I have been learning/thinking about.

I think good experiences teach one how to systematically build frameworks. Consider a standard undergraduate mathematics curriculum - students learn some fundamentals initially (such as analysis or algebra for instance). A good undergraduate experience would give students the opportunity to build their own mental models on how different topics can intertwine to tackle future problems. There is a certain process we think through when we write proofs. It’s the same as in trading. When designing a strategy, a vanilla process to go through can look like 1. initial hypothesis, 2. data generation/research/backtesting, 3. productionizing pricing and getting live implementation, 4. test trading, 5. actual execution, 6. reconciliation between trades and a simulation, 7. further research and alpha generation. We start with some empirical phenomena that we believe we can improve, maybe it is in the pricing for some class of equities or other products. How do we capitalize on this? If we have a hypothesis, how to validate the hypothesis? How do we continue to ensure our assumptions are correct in a live/productionized setting? Of course, the list of questions only gets longer as more research is done.

From a personal sense, this was my first job. Perhaps it is only after the access has been cut, the goodbye email sent, the documentation written does the abrupt change really settle in. I think I actually learned the most on that penultimate day at work - especially from a leadership sense and how we all can adapt to sudden changes.