Matthew Downey

Ex: parkour, HFT market making, researcher @ dydx

github · parkour · rss

Writing

May 2023 Notes on neural networks from scratch in Clojure

Apr 2023 Heuristic formula for three-outcome Kelly criterion considering p(win, loss, ruin)

Apr 2023 Why fractional Kelly? Simulations of bet size with uncertainty and downside risk mitigation

Mar 2023 A Chrome extension for rendering HTML/JavaScript/CSS in ChatGPT conversations

Jan 2023 Sizing bets on FTX claims + a Monte Carlo simulation

Jul 2022 Notes on using the AWS CDK with Clojure for CloudFormation deployments

Jan 2021 Modular multiplicative inverse (Clojure) in ECDSA

Mar 2020 Forcing a JVM heap dump programmatically from Clojure

Mar 2020 Three kinds of Clojure macros

Mar 2020 Effects of crypto derivative market structure on liquidity in March 2020

Mar 2020 Exchanges: how do you feel about an average execution price limit order?

Feb 2020 Using Clojure's swap-vals! in lock-free algorithms

Dec 2018 Clojure-Java interop pattern for avoiding setters

Aug 2018 A* in Clojure to lazily find the shortest paths

Jul 2018 Plot multiple Y axis with Incanter & Clojure

Jan 2018 Cryptographic KYC

Dec 2017 Note on signing Ethereum transactions on Ledger Nano S with ethereumjs-tx

Nov 2017 Modify a form in the Django admin panel based on the request

Oct 2017 Extract XPUB from Ledger Nano S (Bitcoin/Ethereum/any HD crypto)

Oct 2017 Compressing a Bitcoin (elliptic curve) public key

Oct 2017 Generating a P2WPKH-P2SH (SegWit) Bitcoin address (Python)