I had the opportunity to pitch AlphaBlock at the Canadian Fintech Forum conference on April 5, 2022 organized by the amazing team at Framework Venture Partners. And though I had the best response ever for AlphaBlock as a business and an idea, with a ton of positivity, trickling even on day 2 of the event,…

Drawdown analysis is one of the most critical visuals and statistics you can ask for from your asset manager. It’s like asking her (him) to show you how bad the performance of an active strategy can get. The longer the history, the deeper the insight into a fund, a strategy, a model, or an equity…

I don’t understand, why it’s so hard to call an apple, an apple and a poor performance, a poor performance. We celebrate failure as the foundation stone for the tech revolution and we find it so hard to admit poor performance, when it comes to funds. There should be a more open conversation. What went…

Adam Smith and Thomas Malthus met and discussed the “Invisible Hand”. I wrote this fiction as a part of an assignment while attending a creative writing program at Wesleyan University in 2017 wishing and imagining a meeting of the giants.

I am delivering a talk on financial crimes [1] on 16th December 2021 and decided to speak about Madoff’s Ponzi scheme which was worth about $64.8 billion in 2008 [2] before the recession brought the fraud in open. Harry Markopolos sent a letter, “The World’s Largest Hedge Fund is a Fraud” [3] to the SEC…

If factors can explain, almost everything and then flip, or stop to work and alpha that was there yesterday suddenly vanishes, there is only up to some time you can play this magic trick and keep laughing. Eventually, the reality that Alpha is a tragedy of commons, and just because it’s not my job or…

Common sense is not common because like everything in Nature, human thinking is clustered. We don’t question what we are taught at school. This is why ML is Cargo cult, amplifying the replication crisis in Science.

The $ 100 trillion managed globally as your pension and investment assets is primarily discretionary. The human does the job. With or without the crash, the pie will become bigger. The future is about machines managing your pension and investments. There are many problems to solve, starting from bias to teaching investors how and why…