corpus.blog
41554 blogs · [ { "id": "01a0d80b-d666-73eb-b8cd-c1be24c50e87", "title": "AI/ML & Algorithmic Trading Packages in R", "url": "https://www.drkrzysztofozimek.com/ai-ml-algorithmic-trading-packages-in-r/", "published_at": "2026-09-23T11:04:31+00:00" }, { "id": "01a0d80b-d666-73eb-b8cd-c1be2562273e", "title": "Packt GraphRAG Workshop Impressions", "url": "https://www.drkrzysztofozimek.com/packt-graphrag-workshop-impressions/", "published_at": "2026-09-21T06:54:42+00:00" }, { "id": "01a0d80b-d666-73eb-b8cd-c1be256c524b", "title": "SHASHo vs. Normal: Conditioning the Sharpe Ratio Estimator’s Sampling Distribution", "url": "https://www.drkrzysztofozimek.com/shasho-vs-normal-conditioning-the-sharpe-ratio-estimators-sampling-distribution/", "published_at": "2026-09-19T16:48:40+00:00" }, { "id": "01a0b0c5-afa6-70a6-85dd-936b829bed20", "title": "Agentic AI for Finance: Final Impressions", "url": "https://www.drkrzysztofozimek.com/agentic-ai-for-finance-certification-final-impressions/", "published_at": "2026-09-14T09:59:24+00:00" }, { "id": "01a094f3-9aa1-73f1-82de-d1f3cb434530", "title": "Sharpe Ratio Distribution: When Normal’s a No-Go, Why Not SHASHo? (4/4)", "url": "https://www.drkrzysztofozimek.com/sharpe-ratio-shasho-distribution-part-4/", "published_at": "2026-09-11T13:04:32+00:00" }, { "id": "01a094f3-9aa1-73f1-82de-d1f3cc00287b", "title": "Agentic AI for Finance Bootcamp: Days 3 & 4", "url": "https://www.drkrzysztofozimek.com/agentic-ai-for-finance-bootcamp-days-3-4/", "published_at": "2026-09-11T11:58:56+00:00" }, { "id": "01a0876f-d6ca-7225-ae5a-7c9e47872d06", "title": "GraphRAG with Neo4j: A Quant’s Preview", "url": "https://www.drkrzysztofozimek.com/graphrag-neo4j-llm-agents-workshop/", "published_at": "2026-09-08T13:52:36+00:00" }, { "id": "01a0876f-d6cb-73fa-b976-bcc2527073e6", "title": "Numerical Hedging of Portfolio Risk via Approximated Derivatives", "url": "https://www.drkrzysztofozimek.com/numerical-hedging-portfolio-risk-approximated-derivatives/", "published_at": "2026-09-05T06:23:00+00:00" }, { "id": "01a0876f-d6cb-73fa-b976-bcc252c73e4e", "title": "Sharpe Ratio Distribution: When Normal’s a No-Go, Why Not SHASHo? (3/4)", "url": "https://www.drkrzysztofozimek.com/sharpe-ratio-shasho-distribution-part-3/", "published_at": "2026-09-01T14:54:39+00:00" }, { "id": "01a0876f-d6cb-73fa-b976-bcc253925130", "title": "Agentic AI for Finance: First Impressions of Nicole Königstein’s Packt Course", "url": "https://www.drkrzysztofozimek.com/agentic-ai-for-finance-packt-course-first-impressions/", "published_at": "2026-08-31T12:11:51+00:00" }, { "id": "01a0876f-d6cb-73fa-b976-bcc253b50fdf", "title": "A Performance Metric Isn’t a Fixed Number, It’s a Random Variable", "url": "https://www.drkrzysztofozimek.com/bootstrap-sharpe-ratio-max-drawdown/", "published_at": "2026-08-24T13:00:57+00:00" }, { "id": "01a0876f-d6cb-73fa-b976-bcc254697dfb", "title": "Sharpe Ratio Distribution: When Normal’s a No-Go, Why Not SHASHo? (2/4)", "url": "https://www.drkrzysztofozimek.com/sharpe-ratio-shasho-distribution-part-2/", "published_at": "2026-08-23T13:04:45+00:00" }, { "id": "01a0876f-d6cb-73fa-b976-bcc25512e1ee", "title": "Attending Nicole Königstein’s Agentic AI for Finance Certification", "url": "https://www.drkrzysztofozimek.com/agentic-ai-finance-certification-bootcamp/", "published_at": "2026-08-21T08:26:41+00:00" }, { "id": "01a0876f-d6cb-73fa-b976-bcc255ec45f5", "title": "Machine Learning for Trading in the Age of AI Agents — Workshop Review", "url": "https://www.drkrzysztofozimek.com/machine-learning-for-trading-in-the-age-of-ai-agents-workshop-review/", "published_at": "2026-08-17T08:10:16+00:00" }, { "id": "01a0876f-d6cb-73fa-b976-bcc256266de8", "title": "Sharpe Ratio Distribution: When Normal’s a No-Go, Why Not SHASHo? (1/4)", "url": "https://www.drkrzysztofozimek.com/sharpe-ratio-shasho-distribution-part-1/", "published_at": "2026-08-14T10:56:13+00:00" }, { "id": "01a0876f-d6cb-73fa-b976-bcc25654f2d3", "title": "Attending “Machine Learning for Trading in the Age of AI Agents” — Live Workshop with Stefan Jansen", "url": "https://www.drkrzysztofozimek.com/ml-trading-age-of-ai-agents-workshop/", "published_at": "2026-08-09T08:36:03+00:00" }, { "id": "01a0c509-482d-7014-a52e-cb5f2005df1f", "title": "Is B Really Better Than A? A Trading Strategy Comparison", "url": "https://www.drkrzysztofozimek.com/gamlss-zaga-trading-strategy-comparison/", "published_at": "2026-08-08T14:13:00+00:00" }, { "id": "01a0c509-482d-7014-a52e-cb5f202088db", "title": "Machine Learning for Trading, 3rd Edition — Book Review", "url": "https://www.drkrzysztofozimek.com/machine-learning-for-trading-3rd-edition-review/", "published_at": "2026-08-02T10:12:10+00:00" }, { "id": "01a0c509-482d-7014-a52e-cb5f202b69b4", "title": "Beyond the single scalar: uncovering a trading strategy’s conditional performance distribution", "url": "https://www.drkrzysztofozimek.com/beyond-the-single-scalar-conditional-performance-distribution/", "published_at": "2026-07-27T10:55:42+00:00" }, { "id": "01a0c509-482d-7014-a52e-cb5f20dc87a8", "title": "Python for Algorithmic Trading Cookbook, 2nd Edition — Book Review", "url": "https://www.drkrzysztofozimek.com/python-algorithmic-trading-cookbook-2nd-edition-review/", "published_at": "2026-07-16T06:26:21+00:00" }, { "id": "01a0c509-482d-7014-a52e-cb5f20f1b10d", "title": "Explainable AI (XAI): Taxonomy, Methods & Events", "url": "https://www.drkrzysztofozimek.com/explainable-ai-xai/", "published_at": "2026-07-10T12:46:14+00:00" }, { "id": "01a0c519-9b2a-7271-8e11-b56c8fab2cb2", "title": "Beta Is Not Linear: Distributional Effects in Equity Markets", "url": "https://www.drkrzysztofozimek.com/beta-distributional-effects-equity-markets/", "published_at": "2026-06-25T05:07:53+00:00" }, { "id": "01a0c519-9b2a-7271-8e11-b56c90a1e344", "title": "Can the Topological Shape of the Market Predict How Returns Evolve?", "url": "https://www.drkrzysztofozimek.com/topological-anomaly-scores-intraday-return-predictability/", "published_at": "2026-06-14T05:47:30+00:00" }, { "id": "01a0c519-9b2a-7271-8e11-b56c90e8856e", "title": "Dynamic Rolling Risk–Return‑Volume Insight: Ten Highly Liquid S&P 500 Constituents", "url": "https://www.drkrzysztofozimek.com/dynamic-rolling-risk-return-volume-insight-sp500-liquid-stocks/", "published_at": "2026-06-09T12:41:39+00:00" }, { "id": "01a0c519-9b2a-7271-8e11-b56c911cc79e", "title": "Simpson’s Paradox in Trading: When Aggregation Reverses Algorithm Rankings", "url": "https://www.drkrzysztofozimek.com/simpsons-paradox-in-trading-algorithms/", "published_at": "2026-06-08T16:11:00+00:00" }, { "id": "01a0c519-9b2a-7271-8e11-b56c91c97440", "title": "Modeling Asymmetric Volatility with EGARCH", "url": "https://www.drkrzysztofozimek.com/egarch-asymmetric-volatility/", "published_at": "2026-04-20T13:02:00+00:00" }, { "id": "01a0c519-9b2a-7271-8e11-b56c91efa447", "title": "Why Volatility Alone Can Misrepresent Risk", "url": "https://www.drkrzysztofozimek.com/why-volatility-misrepresents-risk/", "published_at": "2025-11-20T15:44:33+00:00" }, { "id": "01a0c519-9b2a-7271-8e11-b56c929e040a", "title": "Minimum Sample Size Required to Verify a Claimed Sharpe Ratio", "url": "https://www.drkrzysztofozimek.com/minimum-sample-size-to-verify-sharpe-ratio/", "published_at": "2025-11-20T14:06:22+00:00" }, { "id": "01a0c519-9b2a-7271-8e11-b56c92cd0806", "title": "The Kelly Allocation to a Single Security", "url": "https://www.drkrzysztofozimek.com/kelly-allocation-single-security/", "published_at": "2025-08-27T13:46:49+00:00" }, { "id": "01a0c519-9b2a-7271-8e11-b56c92d503f5", "title": "Detecting Structure in Financial Covariance Matrices Using the Marčenko–Pastur Distribution", "url": "https://www.drkrzysztofozimek.com/marcenko-pastur-covariance-randomness-test/", "published_at": "2025-06-11T10:31:59+00:00" }, { "id": "01a0c519-9b2a-7271-8e11-b56c93135edb", "title": "Calculating the Return on Investment in Currency X When Investing in Currency Y", "url": "https://www.drkrzysztofozimek.com/return-on-investment-in-foreign-currency/", "published_at": "2025-06-04T17:10:04+00:00" }, { "id": "01a0c524-776f-721a-b3c0-1811eff3fb5a", "title": "Joint Probability over Hyperrectangles: From Theory to Trading Concepts", "url": "https://www.drkrzysztofozimek.com/joint-probability-hyperrectangles/", "published_at": "2025-06-04T11:42:43+00:00" }, { "id": "01a0c524-776f-721a-b3c0-1811f0416e32", "title": "Development of Investment or Trading Strategies with G*Power-like Functionalities", "url": "https://www.drkrzysztofozimek.com/gpower-sample-size-trading-strategy-validation/", "published_at": "2025-05-27T14:41:15+00:00" }, { "id": "01a0c524-776f-721a-b3c0-1811f140624c", "title": "When Perfect Correlation Meets a Pearson Shrug – Nonlinear Dependence Woes", "url": "https://www.drkrzysztofozimek.com/pearson-correlation-nonlinear-dependence/", "published_at": "2025-05-20T07:44:04+00:00" }, { "id": "01a0c524-776f-721a-b3c0-1811f17c3f84", "title": "Pearson Correlation — Narrow in Meaning, Wide in Misuse", "url": "https://www.drkrzysztofozimek.com/pearson-correlation-misuse/", "published_at": "2025-05-13T00:43:00+00:00" }, { "id": "01a0c524-776f-721a-b3c0-1811f1ecc674", "title": "Not Just the Earth Rotates — So Do Copulas: An Introduction to Copula Rotation in Quantitative Finance", "url": "https://www.drkrzysztofozimek.com/copula-rotation-quantitative-finance/", "published_at": "2025-05-06T12:03:36+00:00" }, { "id": "01a0c524-776f-721a-b3c0-1811f24ad16e", "title": "A Series of Unfortunate Events — Featuring Helpful Copulas: Sklar’s Theorem and Clayton Copula in Action", "url": "https://www.drkrzysztofozimek.com/clayton-copula-quantitative-finance/", "published_at": "2025-04-29T07:29:29+00:00" } ] posts Claim your blog
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drkrzysztofozimek.com

2026

AI/ML & Algorithmic Trading Packages in Roriginal ↗
23 Sept 2026
Packt GraphRAG Workshop Impressionsoriginal ↗
21 Sept 2026
SHASHo vs. Normal: Conditioning the Sharpe Ratio Estimator’s Sampling Distributionoriginal ↗
19 Sept 2026
Agentic AI for Finance: Final Impressionsoriginal ↗
14 Sept 2026
Sharpe Ratio Distribution: When Normal’s a No-Go, Why Not SHASHo? (4/4)original ↗
11 Sept 2026
Agentic AI for Finance Bootcamp: Days 3 & 4original ↗
11 Sept 2026
GraphRAG with Neo4j: A Quant’s Previeworiginal ↗
8 Sept 2026
Numerical Hedging of Portfolio Risk via Approximated Derivativesoriginal ↗
5 Sept 2026
Sharpe Ratio Distribution: When Normal’s a No-Go, Why Not SHASHo? (3/4)original ↗
1 Sept 2026
Agentic AI for Finance: First Impressions of Nicole Königstein’s Packt Courseoriginal ↗
31 Aug 2026
A Performance Metric Isn’t a Fixed Number, It’s a Random Variableoriginal ↗
24 Aug 2026
Sharpe Ratio Distribution: When Normal’s a No-Go, Why Not SHASHo? (2/4)original ↗
23 Aug 2026
Attending Nicole Königstein’s Agentic AI for Finance Certificationoriginal ↗
21 Aug 2026
Machine Learning for Trading in the Age of AI Agents — Workshop Revieworiginal ↗
17 Aug 2026
Sharpe Ratio Distribution: When Normal’s a No-Go, Why Not SHASHo? (1/4)original ↗
14 Aug 2026
Attending “Machine Learning for Trading in the Age of AI Agents” — Live Workshop with Stefan Jansenoriginal ↗
9 Aug 2026
Is B Really Better Than A? A Trading Strategy Comparisonoriginal ↗
8 Aug 2026
Machine Learning for Trading, 3rd Edition — Book Revieworiginal ↗
2 Aug 2026
Beyond the single scalar: uncovering a trading strategy’s conditional performance distributionoriginal ↗
27 Jul 2026
Python for Algorithmic Trading Cookbook, 2nd Edition — Book Revieworiginal ↗
16 Jul 2026
Explainable AI (XAI): Taxonomy, Methods & Eventsoriginal ↗
10 Jul 2026
Beta Is Not Linear: Distributional Effects in Equity Marketsoriginal ↗
25 Jun 2026
Can the Topological Shape of the Market Predict How Returns Evolve?original ↗
14 Jun 2026
Dynamic Rolling Risk–Return‑Volume Insight: Ten Highly Liquid S&P 500 Constituentsoriginal ↗
9 Jun 2026
Simpson’s Paradox in Trading: When Aggregation Reverses Algorithm Rankingsoriginal ↗
8 Jun 2026
Modeling Asymmetric Volatility with EGARCHoriginal ↗
20 Apr 2026

2025

Why Volatility Alone Can Misrepresent Riskoriginal ↗
20 Nov 2025
Minimum Sample Size Required to Verify a Claimed Sharpe Ratiooriginal ↗
20 Nov 2025
The Kelly Allocation to a Single Securityoriginal ↗
27 Aug 2025
Detecting Structure in Financial Covariance Matrices Using the Marčenko–Pastur Distributionoriginal ↗
11 Jun 2025
Calculating the Return on Investment in Currency X When Investing in Currency Yoriginal ↗
4 Jun 2025
Joint Probability over Hyperrectangles: From Theory to Trading Conceptsoriginal ↗
4 Jun 2025
Development of Investment or Trading Strategies with G*Power-like Functionalitiesoriginal ↗
27 May 2025
When Perfect Correlation Meets a Pearson Shrug – Nonlinear Dependence Woesoriginal ↗
20 May 2025
Pearson Correlation — Narrow in Meaning, Wide in Misuseoriginal ↗
13 May 2025
Not Just the Earth Rotates — So Do Copulas: An Introduction to Copula Rotation in Quantitative Financeoriginal ↗
6 May 2025
A Series of Unfortunate Events — Featuring Helpful Copulas: Sklar’s Theorem and Clayton Copula in Actionoriginal ↗
29 Apr 2025