I like finance and sports
Joined July 2009
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Ryan Gavin retweeted
🔭 Sparkline Analytics: A New Lens 🔭
Do you have the tools to spot the crowded AI bets and stale value tilts hiding in your portfolio?
🛠️ Built for Fund Diligence
📉 AI Infrastructure Unwind
🤠 Adopter-Infrastructure Frontier
😢 Value's Lost Decade
🧩 Building Factor Portfolios
🦁 Intangible Value in the Wild
A look at MLB teams’ actual vs. Pythagorean expected wins, the gap between actual and expected wins, and run differential so far in 2026.
A look at MLB teams’ actual vs. Pythagorean expected wins, the gap between actual and expected wins, and run differential so far in 2026.
Ryan Gavin retweeted
People often suggest trend following as an alternative to simply buying and holding BTC.
I’d heard the argument plenty of times, but I’d never actually worked through the evidence myself.
So I extended my open-source tf-trend package to test it.
summitward.com/learn/crypto-…
#Investing #Finance #PersonalFinance #Quant
A look at MLB teams’ actual vs. Pythagorean expected wins, the gap between actual and expected wins, and run differential so far in 2026.
A look at MLB teams’ actual vs. Pythagorean expected wins, the gap between actual and expected wins, and run differential so far in 2026.
MLB teams ranked by run differential, Pythagorean expected wins, and the difference between actual and expected wins so far in 2026.
MLB teams ranked by run differential, Pythagorean expected wins, and the difference between actual and expected wins so far in 2026.
Does Regular-Season Home Run Reliance Predict Postseason Offense? open.substack.com/pub/ryanga…
#BaseballAnalytics
If you didn’t already own this ticket, would you pay $612,212.95 today to buy a bet that pays $1.715M if the Spurs win and $0 otherwise?
A bettor could turn $2,500 into $1.7 MILLION today if the Spurs win Game 7 🤯
The 4-leg futures parlay placed on February 14th has already cashed on:
• The U.S. men's hockey team to win the gold medal
• The Michigan men's basketball team to win the NCAA Tournament
• The Knicks to win the Eastern Conference
The current cash out offer is $612K but the bettor said he is not cashing out.
(via @DKSports | IG: Parlay Prince)
Ryan Gavin retweeted
This is the time of year when a lot of investment firms welcome interns. While our work is geared toward institutional investors, a lot of it can be useful for learning about markets and the investment process. Here are a handful of reports and how they can guide interns:
Ryan Gavin retweeted
We're hiring.
3 years: $0 → $1bn+ AUM. 7 ETFs. A category we're taking mainstream.
Now we need someone to help scale the advisor relationships that got us here.
Associate, Advisor Solutions — internal sales, clear path to external. Remote.
If you've got distribution experience, know ETFs or alts, and want to sell something you actually have to understand — link below.
Ryan Gavin retweeted
Been mostly away from Twitter/X this past week cooking up new software… 👨🍳 💻 🚀
Just shipped updates to Portfolio-Analysis, tools for DIY systematic investors and quant enthusiasts.
✅ Monte Carlo sims
✅ Mean-variance optimizer
✅ Interactive Streamlit app
✅ 100% open source
All feedback is welcome!
#finance #python #investing #opensource #quant
Ryan Gavin retweeted
📊 Major updates to my open-source Portfolio-Analysis toolkit for DIY investors (v0.2.1)!
📉 Factor Analysis (NEW!)
- Fama-French models (CAPM, FF3, FF5, Carhart)
- Return & risk attribution by factor
- Rolling factor exposures over time
- Size, value, momentum, quality tilts
- Factor-targeted optimization
🧪 Backtesting Framework (NEW!)
- Buy & Hold, Rebalancing, Momentum strategies
- Transaction costs & slippage modeling
- Comprehensive performance visualization
📈 10 New Performance Metrics
- CVaR (Expected Shortfall)
- Omega Ratio, Ulcer Index
- Win Rate, Profit Factor, Payoff Ratio & more
🔧 Bug Fixes & Quality
- Fixed Sortino ratio calculation
- 180 tests (up from 96)
- Centralized constants & custom exceptions
Try it:
pip install engineer-investor-portfolio
📓 Colab: Factor Analysis Demo (runs for free in the browser): colab.research.google.com/gi…
#Investing #Finance #PersonalFinance #Python #OpenSource #Quant #ValueInvesting #FinTech
Been mostly away from Twitter/X this past week cooking up new software… 👨🍳 💻 🚀
Just shipped updates to Portfolio-Analysis, tools for DIY systematic investors and quant enthusiasts.
✅ Monte Carlo sims
✅ Mean-variance optimizer
✅ Interactive Streamlit app
✅ 100% open source
All feedback is welcome!
#finance #python #investing #opensource #quant
Do strikeouts really hurt run scoring?
Once you account for getting on base and hitting for power, strikeout rate adds little additional information about differences in runs scored across teams.
open.substack.com/pub/ryanga…
#BaseballAnalytics
@tangotiger I’d love to hear your thoughts if you’re interested in reading this! You can respond here or DM me.
I think coaches sometimes misunderstand the problem: “tie it first, then win” is the wrong optimization. You need 4+ points, and maximizing the chance of a tie can actually reduce the chance to win.
