Motivation & Background Advent of Code is an annual challenge starting on Dec. 1st that asks users to solve LeetCode-style coding problems through Dec. 25th. I didn’t really participate this year, as I didn’t try to solve all of the problems (I especially did not solve them as they were released) but I used this year’s Advent of Code as an opportunity to hone my knowledge around functional languages and how they are compiled.

Books Quantitative Trading by Ernest P. Chan [1], Forecasting: Principles and Practice by Rob J Hyndman and George Athanasopoulos [2]. Papers “Data-driven stock forecasting models based on neural networks: A review” [3] (link). Notes Towards the beginning of [1], Chan categorizes trading strategies into two types: mean-reversion, and momentum-based. He argues that the movement of a stock price at any given time is determined by one of these strategies: either a stock price is returning to a mean, or it is moving to a new mean.