Archive - Models by Models

Detecting When Things Change: Bayesian Change Point Analysis

Suppose you’re looking at count data over time: disasters per year, trades per hour, defaults per month.

Feb 11 • Sakibul Alam

January 2026

Intro to Pairs Trading

Some stocks move together.

Jan 30 • Sakibul Alam

Riding the Wave: A Simple Momentum Strategy

Using moving averages and a median threshold to capture market momentum

Jan 29 • Sakibul Alam

Portfolio Optimization Basics

You have $100,000 to invest across six ETFs.

Jan 27 • Sakibul Alam

The Quant’s Vocabulary: Alpha, Beta, and Friends

Essential metrics every portfolio investor needs to know

Jan 15 • Sakibul Alam

April 2024

Hey! I'm (randomly) walking here

The quintessential example used to explain random walks is to imagine a drunk person stumbling around.

Apr 24, 2024 • Sakibul Alam

Risky Business: Beginner's guide to measuring portfolio risk

A simple look at understanding risk metrics

Apr 10, 2024 • Sakibul Alam

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