Problems in High-Frequency Econometrics
A solved-problems working draft on market microstructure, adverse selection, Kyle-style equilibrium, price impact, and high-frequency econometrics.
Read / DownloadA solved-problems working draft on market microstructure, adverse selection, Kyle-style equilibrium, price impact, and high-frequency econometrics.
Read / DownloadBetween two lakes in the Swiss Alps, a town built for in-between things. On a snow-locked night, an Indian quant and a Pakistani psychiatrist drop their defenses to test a dangerous question: what happens when you stop hedging against feeling?
Read Excerpt / DownloadWritten at 24 in Hong Kong. A story of tenderness, restraint, and the rituals that carry entire histories.
Read Full BookA short story draft narrated by Whisker, the old cat at Leopold.
Read Story"Love is the discipline of attention." A coffee shop encounter that begins with a cruel bet and ends with a devastatingly tender realization about the fragility of trust.
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