Topics of interest across mathematics, data and financial technology.
Questions about market structure, price formation and financial time series.
Questions about evaluation, assumptions and the limits of learned models.
Estimation, inference, validation and uncertainty as research topics.
Order flow, liquidity and venue mechanics as subjects for investigation.
The formulation of objectives, constraints and evaluation criteria.
Data sources, documentation and the limits of interpretation.
Model assumptions, simulated examples and reproducible experiments.
Mathematical questions, explicit assumptions and careful reasoning.