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 (2x) I am still actively working here 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.

Muay Thai (2x) I have become obsessed with Muay Thai. I am training four to five times a week and the progress I have made is noticeable. I am getting in much better shape and my energy levels are higher. Further, my diet has improved to match my training induced energy needs. I am having fun sparring, but do not know if I will ever actually compete at this point.