56,966 blogs · [ { "id": "01a0d928-22b1-72cb-bf18-db22d9cbd05e", "title": "The Holdout That Made the Sharpe Bigger", "url": "https://jonathankinlay.com/2026/09/the-holdout-that-made-the-sharpe-bigger/", "published_at": "2026-09-22T12:22:15+00:00" }, { "id": "01a08790-0ce6-737e-8482-d94252616413", "title": "A Sharpe of 2.1 From Nothing: The Second Number Your Agent Doesn’t Log", "url": "https://jonathankinlay.com/2026/09/a-sharpe-of-2-1-from-nothing-the-second-number-your-agent-doesnt-log/", "published_at": "2026-09-02T10:01:40+00:00" }, { "id": "01a08790-0ce7-71f6-bc0a-f06572d9f00f", "title": "Your Research Agent Is an Undisclosed Factor Exposure — And So Is Everyone Else’s", "url": "https://jonathankinlay.com/2026/08/your-research-agent-is-an-undisclosed-factor-exposure-and-so-is-everyone-elses/", "published_at": "2026-08-16T15:00:42+00:00" }, { "id": "01a08790-0ce7-71f6-bc0a-f06573c4048b", "title": "Agentic Workflows for Alpha Research", "url": "https://jonathankinlay.com/2026/05/agentic-workflows-for-alpha-research/", "published_at": "2026-05-17T08:07:34+00:00" }, { "id": "01a08790-0ce7-71f6-bc0a-f0657439b90e", "title": "Reinforcement Learning for Optimal Execution", "url": "https://jonathankinlay.com/2026/05/reinforcement-learning-for-optimal-execution/", "published_at": "2026-05-10T08:45:31+00:00" }, { "id": "01a08790-0ce7-71f6-bc0a-f065744c0be4", "title": "Deep Learning for Volatility Surface Repair", "url": "https://jonathankinlay.com/2026/05/deep-learning-for-volatility-surface-repair/", "published_at": "2026-05-04T19:52:28+00:00" }, { "id": "01a08790-0ce7-71f6-bc0a-f06574b2c35b", "title": "From Hype to Reality: Building a Hybrid Transformer-MVO Pipeline", "url": "https://jonathankinlay.com/2026/03/from-hype-to-reality-building-a-hybrid-transformer-mvo-pipeline/", "published_at": "2026-03-23T12:50:12+00:00" }, { "id": "01a08790-0ce7-71f6-bc0a-f065759aa07f", "title": "Transformer Models for Alpha Generation: A Practical Guide", "url": "https://jonathankinlay.com/2026/03/transformer-models-for-alpha-generation-a-practical-guide/", "published_at": "2026-03-14T13:53:59+00:00" }, { "id": "01a08790-0ce7-71f6-bc0a-f06575e21899", "title": "Reinforcement Learning for Portfolio Optimization: From Theory to Implementation", "url": "https://jonathankinlay.com/2026/03/reinforcement-learning-for-portfolio-optimization-from-theory-to-implementation/", "published_at": "2026-03-08T07:54:47+00:00" }, { "id": "01a08790-0ce7-71f6-bc0a-f06576461988", "title": "State-Space Models for Market Microstructure: Can Mamba Replace Transformers in High-Frequency Finance?", "url": "https://jonathankinlay.com/2026/03/state-space-models-for-market-microstructure-can-mamba-replace-transformers-in-high-frequency-finance/", "published_at": "2026-03-01T08:35:45+00:00" }, { "id": "01a08790-0ce7-71f6-bc0a-f06576f5fef2", "title": "Time Series Foundation Models for Financial Markets: Kronos and the Rise of Pre-Trained Market Models", "url": "https://jonathankinlay.com/2026/02/time-series-foundation-models-for-financial-markets-kronos-and-the-rise-of-pre-trained-market-models/", "published_at": "2026-02-22T18:13:51+00:00" } ] posts Claim your blog

Back to jonathankinlay.com

Blog · corpus.blog/blogs/jonathankinlay.com/posts

jonathankinlay.com

jonathankinlay.com

2026

The Holdout That Made the Sharpe Bigger original ↗

22 Sept 2026

A Sharpe of 2.1 From Nothing: The Second Number Your Agent Doesn’t Log original ↗

2 Sept 2026

Your Research Agent Is an Undisclosed Factor Exposure — And So Is Everyone Else’s original ↗

16 Aug 2026

Agentic Workflows for Alpha Research original ↗

17 May 2026

Reinforcement Learning for Optimal Execution original ↗

10 May 2026

Deep Learning for Volatility Surface Repair original ↗

4 May 2026

From Hype to Reality: Building a Hybrid Transformer-MVO Pipeline original ↗

23 Mar 2026

Transformer Models for Alpha Generation: A Practical Guide original ↗

14 Mar 2026

Reinforcement Learning for Portfolio Optimization: From Theory to Implementation original ↗

8 Mar 2026

State-Space Models for Market Microstructure: Can Mamba Replace Transformers in High-Frequency Finance?original ↗

1 Mar 2026

Time Series Foundation Models for Financial Markets: Kronos and the Rise of Pre-Trained Market Models original ↗

22 Feb 2026