Cerebrations

Working notes: markets, probability, decision systems, and AI applied to finance.

The technical résumé is at pramod-thaz.github.io.

Latest Posts

• The Bayesian Investor: A Plain-Language Primer for the Chief Investment Officer — How your team can learn to think, model, and decide under uncertainty — one analogy at a time.
• The One Idea Behind Everything — Part of the The Bayesian Investor — A Primer for the CIO series.
• Phase 1 — Foundations: Probability, Updating, and the Tools of the Trade — Part of the The Bayesian Investor — A Primer for the CIO series.
• Phase 2 — Core Modeling: From Coin Flips to Real Decisions — Part of the The Bayesian Investor — A Primer for the CIO series.
• Phase 3 — From the Committee to the GPS: Tracking Things That Move — Part of the The Bayesian Investor — A Primer for the CIO series.
• Phase 4 — Putting It All Together: Multi-Sensor Market Prediction — Part of the The Bayesian Investor — A Primer for the CIO series.
• Use Case 1 — “Who Really Moves With Whom”: Portfolio Construction — Part of the The Bayesian Investor — A Primer for the CIO series.
• Use Case 2 — “Which Factors Actually Matter?”: IPO Pricing and Feature Selection — Part of the The Bayesian Investor — A Primer for the CIO series.
• Use Case 3 — “When One Domino Falls”: Cross-Asset Stress Testing With Private-Asset Look-Through — Part of the The Bayesian Investor — A Primer for the CIO series.
• Use Case 4 — Asset Allocation: The Operating System — Part of the The Bayesian Investor — A Primer for the CIO series.
• Use Case 5 — Performance & Risk Measurement and Attribution: The Scorekeeper — Part of the The Bayesian Investor — A Primer for the CIO series.
• Factor Rotation — Regime-Aware Systematic Portfolio — A systematic factor rotation strategy that combines two independent regime signals — one, that is slow-moving & lagged and the other more latent derived micro-structure signal that
• Dashboard Samples & Artifacts — Selected screenshots from work across performance measurement, agent-based simulation, and multi-family operations.