Public writing on quantitative research, physics, and AI safety.https://denniswu28.github.io/en-ushttps://denniswu28.github.io/blog/quant-research/reading-execution-evidence/https://denniswu28.github.io/blog/quant-research/reading-execution-evidence/The stored 31-day execution artifact supports a TWAP comparison, a compounded relative-return path, and an aggregate fee rate, but not arrival-price implementation shortfall, a true market-volume VWAP benchmark, or fee reduction versus TWAP.Wed, 15 Jul 2026 00:00:00 GMTquant-researchexecutiontransaction costsreproducibilityhttps://denniswu28.github.io/blog/physics/shared-simulated-skies/https://denniswu28.github.io/blog/physics/shared-simulated-skies/OpenUniverse2024 provides coordinated synthetic observations for next-generation surveys, making cross-survey calibration and joint-analysis questions testable before the observatories deliver their full datasets.Wed, 15 Jul 2026 00:00:00 GMTphysicscosmologysurvey simulationRomanRubin