Andy CheninDataDrivenInvestorWhat is an “average price”?The answer is not necessarily “x = mean(price)”.·2 min read·Jan 30, 2022----
Andy CheninDataDrivenInvestorHidden Risk: Are Common Statistical Tools Defective For Financial Applications?Common measurements of volatility and correlation can be misleading, drastically underestimating the true risk of an investment.·11 min read·Dec 17, 2020----
Andy CheninTowards Data ScienceIntuition of the Arithmetic, Geometric and Harmonic MeanWhat is the “average” and how do we find it? By forgetting the formula — and getting better at math.·7 min read·Feb 4, 2020--1--1
Andy CheninTowards Data ScienceIs Variance Really A Measure Of Uncertainty?Why you should think twice about variance as a measure of uncertainty.·2 min read·Dec 26, 2019--2--2