Miscellaneous
- Software
- I coded up a Twitter bot, @EveryFredGraph, that tweets every graph from the Federal Reserve Bank of St. Louis (FRED) data series. [Note: unfortunately this was shut down when Twitter blocked bots and Heroku started charging money to deploy web apps]
- I coded up a “free bet” converter to convert free bet promotions into risk-free payouts, given transaction costs and margin constraints. (See this post for a high-level overview)
- Writing
- I host my personal blog, Blog-Normal, on a substack
- I coauthor a newsletter, Better Know a Dataset, with Simon Oh.
- I wrote some notes on solving Black-Scholes
- Teaching
- PhD: Corporate Finance I (Doug Diamond & Zhiguo He); Asset Pricing II (Stefan Nagel & Ralph Koijen)
- MBA: Portfolio Management (Lubos Pastor); Advanced Investments (Stefan Nagel); Behavioral Finance (Sam Hartzmark)
- Undergrad: Corporate Finance (Constantine Yannelis)