Dean Markwick

A rambling quant writing about R, Julia and whatever else I've found interesting this month.

[Dean Markwick @DeanMarkwick]

Making sense of the DXY - https://t.co/kO3joCPjJh

[Dean Markwick @DeanMarkwick]

My cloudflare stuff just keeps ticking away. Love it when something works

[Dean Markwick @DeanMarkwick]

99.9% of the substack feed is dross. The 0.01% good post came through in the week

[Dean Markwick @DeanMarkwick]

Yesterday probably the quietest day in FX given the US holiday

[Dean Markwick @DeanMarkwick]

Turns out the GameCraft guy invested in StatsBomb. Full circle of my interests

[Dean Markwick @DeanMarkwick]

Every trade moves the market. But by how much, and for how long? Fitted 4 microstructure impact models on BTC data to compare. The decay of past volumes turns out to matter more than the functional form

[Dean Markwick @DeanMarkwick]

https://t.co/VDUv2BaOUw

[Dean Markwick @DeanMarkwick]

Results probably meaningless — 1 day of BTC data vs months in the paper. But fitting price impact models is fiddly enough that an end-to-end instructional is useful.

[Dean Markwick @DeanMarkwick]

Two Cloudflare projects in one bank holiday weekend. Just need AI to learn how to clean the kitchen now

[Dean Markwick @DeanMarkwick]

Built a personal train timetable to get home faster. The marginal value of a side project is sometimes just not missing the 20:50 after a few beers

[Dean Markwick @DeanMarkwick]

Bought a microphone for virtual conferences in 2021. Conferences went back in-person. Microphone still here. My wife lives under a constant low-level podcast threat.

[Dean Markwick @DeanMarkwick]

Technical debt used to accumulate slowly. Now you can take out a payday loan with an AI agent. The APR is paid when the tokens are gone and its just you and the code

[Dean Markwick @DeanMarkwick]

Started drafting a blog post when when Opus 4.6 could do no wrong. By the time you read it, someone's telling you Codex is superior. All fun and games until VSCode takes it all away from me

[Dean Markwick @DeanMarkwick]

Opus 4.6 scores best on minimal editing. GPT 5.4 edits the most. Don't forget the magic "minimise changes" prompt! Says a lot about where we are and how far we have to go

[Dean Markwick @DeanMarkwick]

The microphone I bought for conference talks still collects dust. I occasionally threaten my wife I might start a podcast. She remains unconvinced.

[Dean Markwick @DeanMarkwick]

https://t.co/VZgPH1KudB

[Dean Markwick @DeanMarkwick]

The earliest post that actually got some eyeballs on it — only took six years of blogging. State of the Market, 2020. Link in thread.

[Dean Markwick @DeanMarkwick]

https://t.co/ln6v9YDf9N

[Dean Markwick @DeanMarkwick]

Looking back at some of my old writing and my spellchecker was clearly on holiday

[Dean Markwick @DeanMarkwick]

City airport never fails to amaze me

[Dean Markwick @DeanMarkwick]

Rewrites scored poorly; single precise tweaks scored best. If a semicolon is missing, add it, not a forest of null checks. Adding "minimize edits" helped, so prompts still matters. Still feels like you need to say the right incantations though

[Dean Markwick @DeanMarkwick]

AI is the future, but agent programs can feel like payday loans on tech debt. Feels like they maximise line count over elegance.

[Dean Markwick @DeanMarkwick]

The Minimal Editing study seeded broken programs and scored models by how much they changed the original. https://t.co/x4NYjFgodV