Essays

Winning the M6 Competition: Financial Forecasting Decision Category

For the last couple of years, I have spent a large portion of my life attempting to solve the unsolvable: forecasting time series to predict the future. I have personally thought myself quite clever for the various innovations I have come up with, and the thousands of users on my free and open-source AutoTS project […]

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The Golden Enclaves: Naomi Novik finally completes a trilogy

Naomi Novik is one of the best fantasy writers around. Her early book, His Majesty’s Dragon and following series was one of my favorites, but it had a problem. It rather wandered around the globe, Patrick O’Brian style. Unfortunately, as an obvious result, it felt rather disconnected and random at times. Naomi Novik conspicuously avoided

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Setting up and Optimizing Python for Data Science on Intel, AMD, and ARM (including Apple) Computers

Setting up a Python environment is often a pain. Even worse is that sometimes the environment, once it is finally built, is surprisingly slow because the underlying numeric libraries (BLAS, OneAPI, and so on) are improperly configured. This aims to be a fairly definitive guide to fixing those problems as of early 2022. How much

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