Symbol Manipulation

View #4: The Product That Should Exist (But Doesn’t)

What happens when buffer funds, tail risk hedging, & return stacking meet fees & real-world constraints

Aug 18 • 

Kyle C Binder

2

December 2023

View #3: 4 Pieces of Writing that Resonated with me in 2023

Kris Abdelmessih, Emily Oster, Matt Stoller, Vicky Boykis

Dec 20, 2023 • 

Kyle C Binder

2

November 2023

Essay #10: Four Methods for Computing Weighted Least Squares (WLS) in Python 3

Plus! LaTeX, Gilbert Strang, and musings on intuition.

Nov 19, 2023 • 

Kyle C Binder

2

Essay #9 & Research Graveyard #2: Implied Probability Distributions & Exotic Betas in NFL Betting Markets

Plus! Backtests with Transaction Costs

Nov 18, 2023 • 

Kyle C Binder

2

November 2022

Essay #8: A Model of 100 Years of USA Inflation-Linked Bond (TIPS) Returns

Can TIPS be diversifying, even with high duration? Yes, even in Japan & the UK!

Nov 17, 2022 • 

Kyle C Binder

2

January 2022

View #2: Relative Performance of USA Sectors by Decade

Did energy stocks overperform in the 1970s?

Jan 19, 2022 • 

Kyle C Binder

3

December 2021

Table of Contents

Here’s where you can find all previous essays & posts organized by topic.

Dec 28, 2021 • 

Kyle C Binder

2

Essay #7: Non-Gaussian Small-Sample Bias Corrections: Part 1

30-day standard deviation? You’re underestimating it, but by how much? And when should you care?

Dec 18, 2021 • 

Kyle C Binder

2

November 2021

Research Graveyard #1: Scraping a Survivorship-Free Data Set of Large Capitalization USA Stocks

Many research projects end up in the file drawer.

Nov 18, 2021 • 

Kyle C Binder

2

Essay #6: A Better Benchmark for Hierarchical Risk Parity (HRP) Portfolios: Part 3

Simulations show that HRP's ignoring of correlations results in worse out-of-sample performance than the ERC benchmark.

Nov 14, 2021 • 

Kyle C Binder

2

View #1: Favorite Math+Finance Writing From 2021

It's not too early for a "Best of 2021" list.

Nov 13, 2021 • 

Kyle C Binder

2

October 2021

Essay #5: A Better Benchmark for Hierarchical Risk Parity (HRP) Portfolios: Part 2

Is this Machine Learning?

Oct 26, 2021 • 

Kyle C Binder

2