Conformal prediction silently breaks under drift - and how to make it hold
Conformal prediction is the easiest way to put a calibrated uncertainty band around any model: wrap a point predictor, and you get intervals with a fi…
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I Built CausalLens — A Free, Open-Source Causal Impact Calculator for Time Series (5 Methods, Zero Setup)
I want to show you a tool I just open-sourced. It's called CausalLens, and it answers one specific question that most analytics stacks get completely …
Cointegration and Pairs Trading: When Time Series Move Together
Pairs trading rests on a simple idea: find two assets that move together, wait for them to diverge, and bet on convergence. The hard part is defining …