My MacBook Setup
Windows has been my preferred desktop operating system since primary school, offering a wide array of apps, particularly games.
Posts by Tag
- setup 4
- python 4
- interview 4
- pandoc 3
- factor models 3
- literature review 3
- git 2
- mysql 2
- database 2
- Neovim 2
- Jupytext 2
- Jupyter 2
- Python 2
- Workflow 2
- terminal 1
- github-pages 1
- factor 1
- version control 1
- software development 1
- derivatives 1
- machine learning 1
- stochastic-calculus 1
- linear-regression 1
- statistical-modeling 1
- time-series 1
- econometrics 1
- mean-variance 1
- optimization 1
- black-litterman 1
- risk 1
- robust-optimization 1
- efficient-frontier 1
- VaR 1
- CVaR 1
- Sharpe 1
- Sortino 1
- Drawdown 1
- Kelly 1
- risk-metrics 1
setup
Yazi: A Terminal File Explorer
Yazi is a terminal file explorer written in Rust. I give it a quick try and found it’s a good alternative to ls and tree command. It provides a more intuitiv...
Miniconda Setting on macOS
Use Homebrew to install Miniconda.
GitHub CLI Tool
Github provides a CLI tool for Copilot. This tool can be used to interact with Copilot from the command line. This tool is useful for automating Copilot work...
python
Fixing mysqlclient Installation Error on macOS (pip + Homebrew)
Recently I tried to install the mysqlclient Python package using pip, but ran into a frustrating build error. Since this is a common issue for macOS develope...
Use pyproject.toml to manage your Python project
A Python project can quickly become disorganized without a clear structure. The pyproject.toml file is a modern configuration file that helps you manage your...
Create your own Python package
In the past, I used twine to upload my packages to PyPI, building them with a setup.py file. Recently, I switched to using pyproject.toml for project managem...
How to use Miniconda
Conda is an open-source package management system and environment management system that runs on Windows, macOS, and Linux. Conda quickly installs, runs, and...
interview
Quant Interview FAQ — Time Series Modeling
An interview-focused overview of time series analysis — from ARIMA and GARCH models to stationarity, autocorrelation, and forecasting diagnostics.
Quant Interview FAQ — Linear Regression & Statistical Modeling
A cheat sheet of common linear regression and statistical modeling concepts for quant interviews.
Quant Interview FAQ — Stochastic Calculus
A cheat sheet of common stochastic calculus concepts and formulas for quant interviews.
Quant Interview FAQ — Derivatives
Each question below includes a Short Answer, a concrete Example, and a Detailed Explanation with quant-level depth, including formulas, edge cases, and pract...
pandoc
Integrating Mermaid with Pandoc
When converting a markdown file to a pdf file, the mermaid diagram is not rendered. This is because the default pandoc markdown engine does not support merma...
Pandoc Include Code Highlight
Covertign a markdown file to a pdf file, the code block is not highlighted. This is because the default pandoc markdown engine does not support code highligh...
Pandoc 中文字符无法显示
将 markdown 文件转换为 pdf 文件时，中文字符无法显示，这是因为 pandoc 默认使用的字体不支持中文字符。解决方法是使用支持中文字符的字体。
factor models
Machine Learning in Empirical Asset Pricing
A Comprehensive Literature Review (Up to 2025)
literature review
Machine Learning in Empirical Asset Pricing
A Comprehensive Literature Review (Up to 2025)
git
Git Rebase vs Merge
If you’ve worked with Git for even a short while, you’ve probably encountered two powerful commands: merge and rebase. Both are used to integrate changes fro...
Using git
Git is a distributed version control system. It is a tool that helps you keep track of changes in your codebase. It is a tool that helps you collaborate with...
mysql
Fixing mysqlclient Installation Error on macOS (pip + Homebrew)
Recently I tried to install the mysqlclient Python package using pip, but ran into a frustrating build error. Since this is a common issue for macOS develope...
Setup MySQL secure_file_priv for File Output
secure_file_priv in MySQL is a server variable that restricts where LOAD DATA INFILE and SELECT … INTO OUTFILE can read/write files. You can’t change it dire...
database
Fixing mysqlclient Installation Error on macOS (pip + Homebrew)
Recently I tried to install the mysqlclient Python package using pip, but ran into a frustrating build error. Since this is a common issue for macOS develope...
Setup MySQL secure_file_priv for File Output
secure_file_priv in MySQL is a server variable that restricts where LOAD DATA INFILE and SELECT … INTO OUTFILE can read/write files. You can’t change it dire...
Neovim
Jupynium: Enhancing Jupyter Notebook Workflow in Neovim
In the previous post regard jupytext, we explored how to use Jupytext to synchronize Jupyter notebooks with .py files for better version control and editing ...
Edit Python in Neovim, Run in Jupyter: A Clean Jupytext Paired Workflow
In quantitative research and data science, we often use Jupyter notebooks for the interactive execution and visualization of code. However, jupyter notebooks...
Jupytext
Jupynium: Enhancing Jupyter Notebook Workflow in Neovim
In the previous post regard jupytext, we explored how to use Jupytext to synchronize Jupyter notebooks with .py files for better version control and editing ...
Edit Python in Neovim, Run in Jupyter: A Clean Jupytext Paired Workflow
In quantitative research and data science, we often use Jupyter notebooks for the interactive execution and visualization of code. However, jupyter notebooks...
Jupyter
Jupynium: Enhancing Jupyter Notebook Workflow in Neovim
In the previous post regard jupytext, we explored how to use Jupytext to synchronize Jupyter notebooks with .py files for better version control and editing ...
Edit Python in Neovim, Run in Jupyter: A Clean Jupytext Paired Workflow
In quantitative research and data science, we often use Jupyter notebooks for the interactive execution and visualization of code. However, jupyter notebooks...
Python
Jupynium: Enhancing Jupyter Notebook Workflow in Neovim
In the previous post regard jupytext, we explored how to use Jupytext to synchronize Jupyter notebooks with .py files for better version control and editing ...
Edit Python in Neovim, Run in Jupyter: A Clean Jupytext Paired Workflow
In quantitative research and data science, we often use Jupyter notebooks for the interactive execution and visualization of code. However, jupyter notebooks...
Workflow
Jupynium: Enhancing Jupyter Notebook Workflow in Neovim
In the previous post regard jupytext, we explored how to use Jupytext to synchronize Jupyter notebooks with .py files for better version control and editing ...
Edit Python in Neovim, Run in Jupyter: A Clean Jupytext Paired Workflow
In quantitative research and data science, we often use Jupyter notebooks for the interactive execution and visualization of code. However, jupyter notebooks...
terminal
Sync Two Folders in Terminal
If you want to sync two folders in the terminal, you can use the rsync command. rsync is a fast and versatile file-copying tool that can be used to sync file...
github-pages
Add Math Syntax to Minimal Mistakes Theme Github Page
I noticed that the Minimal Mistakes theme does not support Math syntax by default. I want to add Math syntax to my Github page.
factor
Predictability Measure - IC, ICIR
For a factor model, we can measure the predictability of a factor by calculating the Information Coefficient (IC) and the Information Coefficient Information...
version control
Git Rebase vs Merge
If you’ve worked with Git for even a short while, you’ve probably encountered two powerful commands: merge and rebase. Both are used to integrate changes fro...
software development
Git Rebase vs Merge
If you’ve worked with Git for even a short while, you’ve probably encountered two powerful commands: merge and rebase. Both are used to integrate changes fro...
derivatives
Quant Interview FAQ — Derivatives
Each question below includes a Short Answer, a concrete Example, and a Detailed Explanation with quant-level depth, including formulas, edge cases, and pract...
machine learning
Machine Learning in Empirical Asset Pricing
A Comprehensive Literature Review (Up to 2025)
stochastic-calculus
Quant Interview FAQ — Stochastic Calculus
A cheat sheet of common stochastic calculus concepts and formulas for quant interviews.
linear-regression
Quant Interview FAQ — Linear Regression & Statistical Modeling
A cheat sheet of common linear regression and statistical modeling concepts for quant interviews.
statistical-modeling
Quant Interview FAQ — Linear Regression & Statistical Modeling
A cheat sheet of common linear regression and statistical modeling concepts for quant interviews.
time-series
Quant Interview FAQ — Time Series Modeling
An interview-focused overview of time series analysis — from ARIMA and GARCH models to stationarity, autocorrelation, and forecasting diagnostics.
econometrics
Quant Interview FAQ — Time Series Modeling
An interview-focused overview of time series analysis — from ARIMA and GARCH models to stationarity, autocorrelation, and forecasting diagnostics.
mean-variance
Quant Interview FAQ — Portfolio Optimization
From Markowitz mean–variance theory to Black–Litterman and robust optimization frameworks.
optimization
Quant Interview FAQ — Portfolio Optimization
From Markowitz mean–variance theory to Black–Litterman and robust optimization frameworks.
black-litterman
Quant Interview FAQ — Portfolio Optimization
From Markowitz mean–variance theory to Black–Litterman and robust optimization frameworks.
risk
Quant Interview FAQ — Portfolio Optimization
From Markowitz mean–variance theory to Black–Litterman and robust optimization frameworks.
robust-optimization
Quant Interview FAQ — Portfolio Optimization
From Markowitz mean–variance theory to Black–Litterman and robust optimization frameworks.
efficient-frontier
Quant Interview FAQ — Portfolio Optimization
From Markowitz mean–variance theory to Black–Litterman and robust optimization frameworks.
VaR
Quant Interview FAQ — Risk Measures
A practical overview of key portfolio risk measures — from VaR and CVaR to drawdown, Sharpe ratio, Sortino, and the Kelly criterion — essential tools for und...
CVaR
Quant Interview FAQ — Risk Measures
A practical overview of key portfolio risk measures — from VaR and CVaR to drawdown, Sharpe ratio, Sortino, and the Kelly criterion — essential tools for und...
Sortino
Quant Interview FAQ — Risk Measures
A practical overview of key portfolio risk measures — from VaR and CVaR to drawdown, Sharpe ratio, Sortino, and the Kelly criterion — essential tools for und...
Drawdown
Quant Interview FAQ — Risk Measures
A practical overview of key portfolio risk measures — from VaR and CVaR to drawdown, Sharpe ratio, Sortino, and the Kelly criterion — essential tools for und...
Kelly
Quant Interview FAQ — Risk Measures
A practical overview of key portfolio risk measures — from VaR and CVaR to drawdown, Sharpe ratio, Sortino, and the Kelly criterion — essential tools for und...
risk-metrics
Quant Interview FAQ — Risk Measures
A practical overview of key portfolio risk measures — from VaR and CVaR to drawdown, Sharpe ratio, Sortino, and the Kelly criterion — essential tools for und...