自画像

立志在坚不在锐，成功在久不在速。

——〔宋〕张孝祥《论治体札》

相信理性，喜欢读书，严重偏好纪实性题材。

希望尽可能多学点数学，多了解些世界。

Quantitative Analytics

I am currently translating my background in ergodic theory, entropy, and dynamical systems into quantitative analytics projects.

Recent project: Symbolic Slow-Complexity Market Indicator, a Python project that measures market-regime complexity from symbolic return patterns. The project applies a finite-sample word-complexity proxy to SPY daily prices from 2016 to 2026 and identifies the 2020 COVID shock and recovery as the highest-complexity regime.

友情链接

近期写作计划

可以在 Trello 上查看。

Quantitative Analytics

Symbolic Slow-Complexity Market Indicator

2026-05-11
𝕋his project builds a market-regime complexity indicator inspired by polynomial slow entropy in dynamical systems. The implementation is a finite-sample symbolic proxy rather than a direct estimate of … 阅读全文 →

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