Sam's Digital Forest

Reflections, notes, resources, and ideas on things that currently interest me. Updated monthly: Archive. Last Updated: June 2026.

Things I Am Currently Thinking About

Benefits to Adding Complexity to Models At my day job I work with market data and at the particular time scales that are currently pertinent us, this data is very noisy. Trying to craft overly complex models leads to overfitting and often unstable results. For people working at lower timescales, e.g. HFT shops, it is clear that they are leveraging more complex models -- quite profitably. I am attempting to scour the literature (both academic and releases from these shops) to develop a more complete picture of what types of models are being used and where they are being used. This is an attempt to both release this information as a blog post and to see if any of these ideas are relevant for my work.
Pricing Fair Odds (3x) Another month, and I have not given myself enough time to focus on this, so the quest continues! I have been on a deep dive about how to assess the fair odds of events, specifically with regard to sports betting. I am working on a blog post on this subject and have been independently researching how to better price correlation. Pricing correlation is very important for the massively popular bet type "Same Game Parlays". A good method of doing this for certain markets could lead to a nice edge.

Muay Thai I have dabbled in martial arts (mostly Brazilian jiu-jitsu) during college and grad school, but have never done them regularly in a dedicated gym (mostly off-and-on in a university club setting). On a whim, a bit over a month ago, I joined a local muay thai gym to get more regular exercise after work. I have fallen absolutely in love with it, and go as many times as week as possible. I enjoy both drilling and sparring, and look forward to seeing where this new hobby takes me.
The World Cup I have never been much of a soccer fan (and am still a casual), but I have been greatly enjoying watching the World Cup this year. I was in Paris when France won in 2018, so here's hoping the USA will be able to win it all while I am home. Admittedly, this is exceedingly unlikely (a less than 4% chance according to Kalshi), but I will enjoy watching the knockout rounds nonetheless.