pane-fm
A themeable file manager for Hyprland. Just CSS. No libadwaita theming battles. Webview-based (yes, really), with vim keybinds, a preview pane, and drag-and-drop.
Where I work things out by writing them down.
long on data, short on sleep
Projects
View all →Series
All writing →Investments 101
A compressed tour of my undergraduate finance education, from time value of money through portfolio optimization. Each post contains interactive tools to explore the math.
Factor Risk Models
Building a Barra-style fundamental factor risk model from scratch, entirely in the browser. DuckDB WASM for the data, TypeScript for the math.
Latest Posts
View all →Building a Factor Risk Model: The Optimizer
Rolling the model back to a formation date two years before the end of the sample, drawing a random 30-stock portfolio, and reshaping it three ways with a small active-set QP. Every prediction is then graded on the 104 weeks the model never saw.
Building a Factor Risk Model: The Covariance Matrix
Estimating the factor covariance matrix with a decaying memory, repairing thin specific risk estimates with shrinkage, and assembling the model. Any portfolio's predicted risk then costs one pass over the holdings and a 20 × 20 sandwich.
Building a Factor Risk Model: The Cross-Sectional Regression
Estimating factor returns from the exposure matrix. Sector dummies make the regression exactly singular, the constraint that repairs it decides what every factor return means, and the solver is fifty lines of Cholesky and back-substitution.
About
I'm Jacob — a programmer and CFA charterholder working in data and analytics in asset management. Outside of work I play beach volleyball competitively and hold a second-degree black belt in tae kwon do.