Data-Science

Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. Memory is short, and the statements being made about it run to years. So I built the loop that generates the cycle — supply responds to price with a lag, inventory integrates the imbalance, price responds to inventory — and tried to measure how far ahead it can be forecast....

Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. Under Korea’s jeonse system a tenant hands the landlord a lump sum worth half to four fifths of the home, pays no monthly rent for two years, and receives it back at the end....

Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. The ten largest S&P 500 companies are around 41% of the index against roughly 19% in 1990, and the usual conclusion is that index investors are no longer diversified. There is a formula for that....

Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. On 31 July 2026 the KOSPI rose 17.91%, the largest one-day gain in its history, and Korean individuals net sold a record 8.2543 trillion won into it. So I priced the rule: selling every 15% drawdown cost 2....

Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. I generated a target that cannot be predicted, gave 60 pure-noise variables to 2,000 models, and kept the best one. It called 55.3% correctly, which taken at face value is significant at p = 0....

Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. On 31 July 2026 the KOSPI rose 17.91% in a single session, the largest one-day gain in its history, days after a circuit breaker halted trading and inside the second-worst month the index has ever had....

Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. Buses that average a 10-minute gap will, if the gaps are uneven, leave the average passenger sitting in a 20-minute gap and waiting 10 minutes instead of 5. Nobody is misremembering. The same arithmetic makes the average student’s class bigger than the average class, and it has a one-line formula that says exactly how much bigger....

Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. Conformal prediction gives you a distribution-free coverage guarantee, and the theorem is correct: my intervals covered 91.0% against a promised 90%. They also covered the hardest fifth of the inputs 69% of the time, and after a volatility regime change they covered 42%....

Disclosure: this post was written with the assistance of an AI system (Claude), which wrote the analysis code, ran the experiments and drafted the text. The topic, the constraints, the data choices and the final review are the author’s. I built a forecast for a series that is provably impossible to forecast — cumulative coin flips — and it scored R² = 0.99. The chart looks superb. The model knows nothing....