https://thatquantguy44.github.io/That Quant GuyTechnical notes, research, and open-source projects in machine learning, optimization, quantitative finance, and AI. 2026-10-23T03:57:28+00:00 Josh https://thatquantguy44.github.io/ Jekyll © 2026 Josh /assets/img/favicons/favicon.ico /assets/img/favicons/favicon-96x96.png The VIX Is Not a Crystal Ball. It Is Mostly an Expensive Weather Forecast.2026-10-22T00:00:00+00:00 2026-10-23T03:52:52+00:00 https://thatquantguy44.github.io/posts/the-vix-is-not-a-crystal-ball/ Josh I tested more than three decades of VIX forecasts against what the S&P 500 actually did. The VIX predicts volatility, overstates the usual move, and offers almost no directional edge. When Your GPU Vendor Wants to Own the Model2026-10-12T00:00:00+00:00 2026-10-12T04:17:46+00:00 https://thatquantguy44.github.io/posts/when-your-gpu-wants-to-own-the-model/ Josh Open-weight AI can lower model costs while leaving buyers dependent on concentrated compute and deployment infrastructure. Forecasting Asia With One Number Is How Spreadsheets Develop Main Character Syndrome2026-10-09T00:00:00+00:00 2026-10-10T16:48:52+00:00 https://thatquantguy44.github.io/posts/alpha-without-perfect-forecasts/ Josh Alpha without perfect forecasts gets very real when the market is China, Asia, policy risk, FX risk, and supply-chain chess.