PDD

Projects

Open-source projects in quantitative finance, machine learning, and computer vision by Philipp D. Dubach. Code, papers, and full write-ups.

  1. Choosing a Model on the Pareto Frontier with Jev

    A task-level LLM router for pi: Jev classifies the task, a role policy filters the OpenRouter catalogue, and a value function picks from the Pareto frontier.

  2. Degoogling cost me my YouTube feed, so I made my own

    See how I built a self-hosted YouTube subscription feed with public RSS, no API key, Shorts filtering, privacy-enhanced embeds, caching, and timeouts.

  3. The Anatomy of a Decentralized Prediction Market: Notes from the Polymarket Order Book

    Explore Polymarket microstructure using 30.3 billion order-book events: spreads, depth, wash trading, and a key trade-direction error for researchers.

  4. F3ED Can't Call an Ace: Fixing a NeurIPS 2024 Tennis Model

    F3ED, the NeurIPS 2024 tennis shot detector, mislabels 73% of single-shot serve unforced errors. A 23-line scoreboard OCR reconciler fixes them.

  5. Against All Odds: The Mathematics of 'Provably Fair' Casino Games

    Statistical analysis of 20,000 crash game rounds verifies the 97% RTP claim. But 179 rounds per hour means expected losses exceed 500% of wagers hourly.

  6. Social Media Success Prediction: BERT Models for Post Titles

    Training RoBERTa to predict Hacker News success revealed temporal leakage inflating metrics. How temporal splits, calibration, and regularization fix it.

  7. 65% of Hacker News Posts Have Negative Sentiment, and They Outperform

    Sentiment analysis of 32,000 Hacker News posts shows 65% skew negative and earn 27% more points. Six transformer and LLM models tested, full data included.

  8. RSS Swipr: Find Blogs Like You Find Your Dates

    Build an open-source ML RSS reader with swipe interface. Uses MPNet embeddings and Thompson sampling for personalized feeds that escape the filter bubble.

  9. Building a No-Tracking Newsletter from Markdown to Distribution

    Build a privacy-focused newsletter with Python, Cloudflare Workers KV, and Resend API. Zero tracking, zero cost, full control. Open source code included.

  10. Visualizing Gradients with PyTorch

    Build the right mental model for gradients with this PyTorch visualization tool. 2D surface plots with gradient vectors show the direction of steepest ascent.

  11. Counting Cards with Computer Vision

    How I trained a YOLOv11 model to detect playing cards at 99.5% accuracy and built a real-time Monte Carlo blackjack odds calculator using computer vision.

  12. Modeling Glycemic Response with XGBoost

    A hands-on project predicting postprandial glucose curves with XGBoost, Gaussian curve fitting, and 27 engineered features from CGM data. Code on GitHub.

  13. Trading on Market Sentiment

    GPT-3.5 matched RavenPack's 41% returns in a sentiment analysis trading strategy using 2,072 news headlines. See the full backtest results and comparison.

  14. I Built a CGM Data Reader

    Built a CGM data analysis tool with Python to visualize Freestyle Libre 3 glucose data alongside nutrition, workouts, and sleep for endurance cycling.

  15. Crypto Mean Reversion Trading

    How I built a crypto mean reversion trading bot using PELT change point detection on Kraken, targeting altcoin price overreactions with automated execution.

  16. My First 'Optimal' Portfolio

    How I built Python portfolio optimization tools, tripled the Sharpe ratio from 0.65 to 1.68, and published the results as an academic paper on MPT.

  17. The Tech behind this Site

    A Hugo blog tech stack with Cloudflare R2 image hosting, responsive WebP shortcodes, Workers AI social automation, and GitHub Pages CI/CD deployment.

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