Software engineer in quantitative finance, distributed systems, HPC, and ML.
The Python stack for machine learning
OCT 15 2026 · 15 min
Python runs machine learning not because the language is fast but because it is the control layer over a stack of compiled libraries that now share memory…
Boosting
OCT 14 2026 · 10 min
Boosting builds a strong model from many weak ones trained in sequence, each focusing on what the previous ones got wrong.
Random forests
OCT 12 2026 · 8 min
A random forest is bagging with one extra rule: at every split, each tree may only choose from a random handful of the features.
Portfolio optimisation
OCT 9 2026 · 8 min
Portfolio optimisation chooses how much to put in each asset so that, for the risk you accept, the expected return is as high as possible; it works because…
Bagging
OCT 6 2026 · 7 min
Bagging trains many copies of the same model, each on a slightly different random resample of the data, and averages their answers; the copies make different…
Sharpe, Sortino and Information ratio
OCT 4 2026 · 10 min
A return on its own means little until you know the risk taken to get it; these three ratios divide extra return by risk, and they differ only in what they…
Bias and variance
SEP 30 2026 · 7 min
A model's error on new data comes from three places: bias (it is too simple to capture the real pattern), variance (it changes too much depending on which data…
Covariance, correlation and portfolio variance
SEP 27 2026 · 9 min
Covariance and correlation measure whether two things tend to move together; in a portfolio, that one number decides how much of the risk cancels out, which is…
Decision trees
SEP 22 2026 · 8 min
A decision tree makes a prediction by asking a short series of yes/no questions about the input, like a flowchart an expert would draw; it learns which…
Mean and standard deviation
SEP 19 2026 · 9 min
The mean tells you where the middle of your data is, and the standard deviation tells you how far a typical value strays from that middle; in finance the first…
Linear regression
SEP 14 2026 · 10 min
Linear regression draws the straight line that best fits your data, where "best" means the total of the squared misses is as small as possible; each number it…
Expected value
SEP 11 2026 · 9 min
Expected value is the average result you would get if you could repeat a risky situation many times: multiply each possible outcome by its probability and add…
Regression vs classification
SEP 8 2026 · 7 min
Most machine learning answers one of two questions: "how much?" (regression, the answer is a number) or "which one?" (classification, the answer is a category).
Probability basics
SEP 5 2026 · 10 min
A probability is a number between 0 and 1 that says how often something happens in the long run.
What is machine learning?
SEP 1 2026 · 5 min
Machine learning is teaching a computer by example instead of by instruction: you show it many past cases with the right answers, it works out the pattern on…
Letting my homelab do things on its own
AUG 29 2026 · 5 min
A chat window only answers when I ask. I wanted my homelab to also do small jobs for me on its own, so I tried two AI agents, OpenClaw and Hermes Agent.
Switching to a smaller model
AUG 20 2026 · 4 min
I expected a new, smaller model to be slower on my homelab, and at first it was. Then I found one setting that more than doubled its speed.
Setting up my homelab
AUG 16 2026 · 5 min
I wanted my own private AI, running at home, where nothing I ask leaves the house.