Last edited: 30th Jan 2021

About this blog

This blog is simply an outlet for me to write, and in the process, reflect and analyse, about things in life that I naturally leaned towards – R, statistics, machine learning, investing, personal finance, analyzing financial data, and stoicism, while writing behind a pseudonym.

• Machine learning and statistics: the blog was so named “the stats guy” largely because that became my nickname amongst some friends. Also, there’s an increasing emphasis on hacking and e.g. layer-stacking in deep learning, with too little statistical groundings, as above. The subtle disregard of statistics in data science is unhealthy to say the least, and so here I write about certain ideas and principles that are, for the most part, neglected in analyzing and modelling data. Finally, I figured it’s more liberating to write behind a pseudonym of sorts.
• Finance, retail investing in Singapore: there are plenty of materials out there regarding retail investing in US/UK, but not enough for those of us who live in Singapore. So I think aloud about these topics here as well.
• Statistical finance: it’s sort of the overlap between my data science/statistics background and me managing my own money, so this is fun to me and comes naturally.
• Corporate rat race: in here, I write a little bit about being in the corporate rat race, how to protect yourself and survive, how to (try to) excel, and what’s the endgame for everyone (including myself).
• Stoicism: or rather, “applied Stoicism”¹. I spend some time exploring how Stoicism is helpful for ordinary people like me.

About me

I’m of course a Singaporean, living and working in Singapore, got my B.Sc and M.Sc from the National University of Singapore (NUS), and work as a data scientist in a Boston-based start-up. By all modern and millennial standards, especially that of in Singapore, I’m an extremely boring person and spend most of my waking (and highly routinized if I am not travelling for work) hours on the few things I enjoy the most, such as those listed above. So fortunately, my life is a little less boring than myself.

By the way, neither of my B.Sc or M.Sc has anything remotely related to business, finance, or investments. Nor am I in any sorts of professional role that justifies me giving of any sorts of financial advice. That means you should take all my opinions as a pinch of salt and do your own research. I am, however, sufficiently trained in looking at numbers and cryptic computer languages (or at least, I dare to claim so), and my opinions are largely backed by some levels of analysis of available data.

In any case, if you would like a chat, you can drop me a note at thestatsguy90[at]gmail[dot]com. If you are interested in the analyses I did or the code I wrote, you can drop by my Github.

Some history (boring)

This blog you are looking at right now (mid 2020) is the result of years of trying to settle down on a platform and write content. Ever since I joined the workforce in July 2015, I have always wanted to have a consolidated place to write, consistently and painlessly. If you scrutinise a little on the post dates, it’s quite obvious there are bouts of time over the years where I was able to diligently write, piece after piece, idea after idea. At the start it was just short writings (~2-3 mins of slow reading) with sporadic ideas, and over time the pieces became longer and (hopefully) more in-depth and interesting. In addition, what I paid attention to has changed over time as well.

Blogging platform - now and then

This blog is put together using a variety of tools:

• RStudio
• R Markdown
• blogdown
• Hugo
• GitHub
• Netlify
• rbind.io
• Disqus
• Google Analytics

This stack is by far the most complex one that I have used, after being initially convinced by blogdown. The kind of ecosystem that Xie Yihui and others have built is powerful and customizable, yet painless (relatively) and easy to operate². Proficiency in R helps as well.

Before this, I have tried various platforms:

• Google sites (mid 2014 to late 2015)
• Blogger (twice! once in late 2016 to mid 2017 and again in late 2018)
• Pelican + Jupyter + GitHub Pages (early 2019)³
• WordPress (late 2018 to mid 2019)⁴

Now, with thestatsguy.rbind.io technically being my 6th attempt, I am finally satisfied! With that, I also spent some time migrating some of my old writings onto here⁵.

My focus for the past 10 years - 2010 to 2020

Over the years, my world view, and together with it, my focus and my interests have changed. For example, I used to think that climbing the corporate ladder is a lofty goal that is worthy of my time and energy. I spent time understanding and strategizing about my work, my work environment and my colleagues at a deeper level, so that I can get more done with less time and then use that productivity to value-add and increase my chances of promotion. These days, I think less of these things. I try to focus more on myself, my family, my development as an individual. Moreover, with life events unfolding one after another in the mid 2010s, Stoicism has been critical in helping me reflect on and dissect these events, and in the process, learn more about myself and the human mind⁶.

Nonetheless, some interests didn’t change. I was and am still interested in financial markets and assets. I remember reading The Quants by Scott Patterson during 2010 and was intrigued by the idea of math wizards gaming the stock market, looking for signals and earning big money (albeit everything came crashing down). This was when the global financial crisis was still fresh in people’s minds, but I was too young and ignorant to appreciate what a financial crisis was. This was also before I entered NUS. Fast forward to 2020, I still find the topic of financial markets alluring - though I must add that I probably would never want to formally get a job in this sector. Perhaps it’s alluring only when I admire it from the outside.

During my NUS days was when data science took the world by storm, and so during the early part of 2010s (2011 to 2016), I spent the most of those years understanding machine learning, data science, data analytics - through my B.Sc degree as well as later, honing my skills on the job as a data science consultant. For a year or so, I also briefly dabbled with product management (of data analytics products). However, after a while, my focus shifted more to statistics and my M.Sc in 2017, after realising that half the time in ML, most people don’t have the fundamentals to treat data in the right manner (like Kaggle). Throughout this time, R remained to be my language of choice for many tasks - my first contact with R was during an internship I did in 2012.

At the same time, as a young professional, my humble net worth started to grow, with salary coming in month after month. I started to spend time understanding investing as a retail investor, to “make my money work for me”. Mid 2018 was the first time I shifted from simply reading and researching, to putting money to where my mind or mouth is. That’s when I started writing more on investing as well - and now, also coming back to think more about the use of statistics in finance.

Looking back, I guess it turns out that these topics - R, statistics, machine learning, finance, investing, understanding paid work, employment and the corporate world, stoicism, and others⁷, have very much defined my 20s as a young adult. I enjoy studying and writing about these topics, and I hope that you, the reader will enjoy reading my take on them as well.