Now

I am currently refining my Master's thesis for publication — specifically the sections on fast-slow-fast execution profiles when a Bayesian market maker is learning. There is a stubborn technical detail about belief updating rates that needs cleaner exposition.

I am drafting a technical essay on rough volatility models for a finance journal — something accessible but rigorous, inspired by Gatheral's work but grounded in limit order book mechanics.

I am working on Rain Hits Glass, a novel-in-progress set in France. The structure is becoming clearer: alternating chapters in French and English, moving between Paris cafes and memory fragments. It is slow work, but necessary.

• Continuous-Time Stochastic Control and Optimization (Fleming & Soner)
• The Ministry for the Future (Kim Stanley Robinson)
• Queue tomography papers from INFORMS journals
• Old Sanskrit commentaries on the Gita (in translation)
• Random papers from arXiv on market microstructure

I keep circling back to the question of how much transparency is optimal in markets. Kyle's model says informed traders profit by staying opaque. But mechanism design literature argues transparency reduces adverse selection. Which framework wins depends on whether you think markets exist to aggregate information or to facilitate trade. I am not sure they are the same goal.

I am mapping how attention management from my recent Medium piece on Sanskrit connects to market design. If liquidity is attention, what does it mean to waste liquidity? Can we design markets that discourage attentional spam?

I am exploring the intersection of stoicism and stochastic control. Marcus Aurelius and Almgren-Chriss are saying similar things: do not control the outcome, control the response. This feels important for both trading and life.

• Early morning cycling routes through Hebbal and Cubbon Park
• Yoga studios in Indiranagar (looking for one that feels right)
• French language refreshers (for the novel, and also to think differently)
• Meditation retreats near Coorg (planning for March)
• New cafes with good acoustics for deep work