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Article Jan 23, 2024 93 min read

Modifying PyFolio to output to HTML

Recently I was following a paper and in the example they used Pyfolio which is an awesome performance and risk analysis library in Python developed by Quantopian Inc when they…

Article Jan 21, 2024 1 min read

Mortgage Demand Surges!… Huh?

It's interesting to see people reposting this story, "Mortgage demand surges!" Talk about abusing statistics. This headline is based on mortgage applications which is a week-over-week statistic. Meaning,…

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