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Home
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Intersects technology / systems / probability.
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Matthew Downey
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Matthew Downey
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2025-12-09 07:19:00
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Home | Matthew Downey Home Matthew Downey A mishmash. Algo trading & market making @ sixtant.io . I also practice parkour . mjdowney@protonmail.ch | public key May 2023 Notes on neural networks from scratch in Clojure May 31, 2023 Notes from a shallow look in the deep learning rabbit hole. I stubbornly started in pure Clojure with no libraries, but eventually bent the 'from scratch' rule and 400xd the training speed thanks to a proper matrix math library. The topic is more approachable than I expected — if I had known, I would have dipped my toes in the water earlier. April 2023 Heuristic formula for three-outcome Kelly criterion considering p(win, loss, ruin) April 14, 2023 The Kelly formula is simple for two outcome version, but it's trickier for three or more outcomes. April 2023 Why fractional Kelly? Simulations of bet size with uncertainty and downside risk mitigation April 7, 2023 "The K...
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