The Zen Economist

// Markets. Meaning. Microstructure.

A blog by Aryan Ayyar — on the invisible mechanics of markets, the philosophy of price, and the discipline of attention. Written for the curious, the rigorous, and the patient.


The Elegant Trick That Tamed Interest Rate Derivatives

"A one-factor monotonicity observation that rewired swaption pricing."

[interest-rates] [swaptions] [affine-models]

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The Quiet Trader: What Kyle (1985) Really Says

"Most edges are whispers before they are prices."

[microstructure] [theory] [kyle]

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The Attention Arbitrage: Focus as a Trading Edge

"Attention is inventory. Spend it like capital."

[philosophy] [productivity] [markets]

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