So it was not until 2025 that I developed some genuine interests in quant finance. I briefly had some reading in 2023/2024 but I always stopped at “oh, here goes the Itô’s lemma; there goes Feyman-Kac; Markowitz mean-variance formulation seems familar”, never really dived into exotics and exchange rates, the real stuff people are playing around. Well, now since I really want a job, I need some practitioner’s guide and I find it fascinating.

Pretty much all the work I did these years are related to learning in games. And one of the most important theorem that pulled me into this is Blackwell’s Approachability theorem ¹ (truth is I never really did anything on it because it does not imply much on computation). This theorem connects geometry, game theory, and the very essence of no-regret learning. Regarding this concept, my belief used to be that approachability implies the existence of no-regret algorithms. Turns out the connection is much stronger: the two are, in a very strong sense, algorithmically equivalent.

I would love to think of the ICML 2023 conference in Honolulu as a pivotal event for my P.h.D. research. During that time I was kind of talking to Reagan and having the time of my life. I remember in the conference there was a workshop session named sampling over discrete space. It felt serendipitous, like the universe was pointing me toward somewhere significant, much like how my brilliant colleague Tao pointing to the bright future here haha

This past year I suffered a lot mentally and financially, my funding got paused and my girlfriend Sam (check out her spotify!) lost her boojee A.P.C. job. So I haven’t posted for a while. It’s really a leisure and effort to write stuff consistently (because wtf am I supposed to write?!!?). But the coding agents (Claude, Gemini etc..) really revolutionarized my efficiency, and shamelessly I have to admit that I use them a lot to “vibe code” and even do research, with sufficient human surveillance. So hopefully, I will resume writing for my own sanity.