https://wid-blog.github.io/en/categories/daily/Recent content in Daily on wid's blogHugoenThu, 04 Jun 2026 00:00:00 +0000https://wid-blog.github.io/en/posts/daily/notes/fathers-repentance/Thu, 04 Jun 2026 00:00:00 +0000https://wid-blog.github.io/en/posts/daily/notes/fathers-repentance/My father wrote a poem in Korean and called it 참회(懺悔), ‘Repentance.’ The full poem, followed by my short response.https://wid-blog.github.io/en/posts/daily/investment/walk-forward-validation/Thu, 14 May 2026 00:00:00 +0000https://wid-blog.github.io/en/posts/daily/investment/walk-forward-validation/The structure of walk-forward analysis, the metrics it produces (IS-OOS gap, parameter stability), a momentum-lookback tuning case, and the limits that keep it from being a universal validator.https://wid-blog.github.io/en/posts/daily/investment/korean-account-types/Wed, 13 May 2026 00:00:00 +0000https://wid-blog.github.io/en/posts/daily/investment/korean-account-types/The core constraints of the four Korean retail account types — general, ISA, pension savings, and IRP — covering tax-free thresholds, tax deductions, the 70% risk-asset cap, and access to direct foreign investment, plus a strategy-to-account mapping.https://wid-blog.github.io/en/posts/daily/investment/backtest-pitfalls-case-study/Tue, 12 May 2026 00:00:00 +0000https://wid-blog.github.io/en/posts/daily/investment/backtest-pitfalls-case-study/Concrete cases of look-ahead bias and survivorship bias — full-period momentum normalization, financial disclosure lag, close-on-close fills, S&P 500 reconstitution, the limits of free APIs — followed by an avoidance checklist.https://wid-blog.github.io/en/posts/daily/investment/efficient-frontier-optimization/Mon, 11 May 2026 00:00:00 +0000https://wid-blog.github.io/en/posts/daily/investment/efficient-frontier-optimization/Covers Markowitz’s mean-variance model as the mathematical foundation for setting asset weights, the two optimal points on the efficient frontier (Min-Variance and Tangency), and the practical adjustments that compensate for the model’s weaknesses.https://wid-blog.github.io/en/posts/daily/investment/signal-technical-indicators/Mon, 01 Sep 2025 00:00:00 +0000https://wid-blog.github.io/en/posts/daily/investment/signal-technical-indicators/Covers technical indicators (RSI, SMA Cross, MACD, Bollinger Bands) for reading price movements, composite signal design, and a comparison of three strategy types across different time horizons.https://wid-blog.github.io/en/posts/daily/investment/portfolio-factor-scoring/Fri, 15 Aug 2025 00:00:00 +0000https://wid-blog.github.io/en/posts/daily/investment/portfolio-factor-scoring/Covers factor scoring methods (Z-Score, Rank) for combining indicators into a single score, plus the basics of rebalancing and asset allocation.https://wid-blog.github.io/en/posts/daily/investment/backtest-metrics/Fri, 01 Aug 2025 00:00:00 +0000https://wid-blog.github.io/en/posts/daily/investment/backtest-metrics/Covers the formulas and interpretation of CAGR, MDD, Sharpe Ratio, and other backtest metrics, plus five common backtesting pitfalls.https://wid-blog.github.io/en/posts/daily/investment/momentum-dividend/Tue, 15 Jul 2025 00:00:00 +0000https://wid-blog.github.io/en/posts/daily/investment/momentum-dividend/Covers the role of price momentum and dividend yield as factors in quant investing.https://wid-blog.github.io/en/posts/daily/investment/valuation-quality-indicators/Tue, 01 Jul 2025 00:00:00 +0000https://wid-blog.github.io/en/posts/daily/investment/valuation-quality-indicators/Covers how to judge whether a company is cheap (valuation) and whether it earns well (quality) — formulas and interpretation of PER, PBR, PSR, ROE, ROA, and debt ratio.https://wid-blog.github.io/en/posts/daily/investment/stock-data-basics/Sun, 15 Jun 2025 00:00:00 +0000https://wid-blog.github.io/en/posts/daily/investment/stock-data-basics/Covers OHLCV data as the starting point of quant investing, the difference between simple and log returns, and the meaning of market capitalization.