What you will find here from now on:

  • Working notes — short, concrete pieces tied to whatever I am building or reading. No grand-survey style essays; the work itself is grand enough already.
  • Code and replications — pointers to the source repositories that back the research, plus reproducibility notes when they are non-trivial.
  • A reading feed — every new paper in q-fin and econ.EM, summarised. Hosted at https://arxiv.gucx.com.cn/.