Started my @quantymacro account on March as a platform to write and learn cool things. Completed my undergrad last year. Currently a hedge fund quantitative macro trader + researcher.

What I will write about:

Anything I find interesting. Below is The Draft Vault when I first launched the newsletter. Ofc nothing is final


What I aim my writing to be:

  1. rigorous and (hopefully) accessible (mathsy w ELI15 vibe)
  2. focus *a lot* on building intuition (I'm a huge advocate for understanding *why* you're doing what you're doing)
  3. focus on practical details that are usually glossed over
  4. touch on things I wish I had read abt before

What I actively try to avoid writing about:

  1. generic textbook stuffs/equations i.e what is linear reg/MVO
  2. shill 952 textbooks/github/papers about "quant trading"
  3. generic code snippets i.e fitting ML models on price wtv (although sometimes I do provide code to play around with if it adds value)

What thoughts went behind the pricing?

The newsletter is priced in such a way to make it worth my time. I take a *lot* of care to make sure I'm not writing generic stuffs, and that takes a lot of effort and time.

What's the frequency of the posts?

since I have a day job things can get hectic, so I might not have time to write/post. If I feel like I do not post enough to justify the value I will comp everyone for that month. as a rough estimate i plan to post every ~3-4 weeks at the minimum.