Interests

Pastimes

ReadingThe Brothers Karamazov, The White Nights, Letters from a Stoic
GolfA constant work in progress (Handicap: 2.3)
MoviesGodfather, Schindler's List, 12 Angry Men, Ratatouille

Investing

0%+25%+50%+75%Sep '24Jan '25May '25Sep '25Jan '26May '26Sep '26Portfolio +69.3%S&P 500 +37.9%Sep '24Portfolio +0.0%S&P 500 +0.0%Oct '24Portfolio +8.4%S&P 500 −0.9%Nov '24Portfolio +16.1%S&P 500 +5.0%Dec '24Portfolio +20.1%S&P 500 +2.5%Jan '25Portfolio +17.9%S&P 500 +5.2%Feb '25Portfolio +18.3%S&P 500 +3.9%Mar '25Portfolio +5.5%S&P 500 −1.9%Apr '25Portfolio −0.1%S&P 500 −2.7%May '25Portfolio +10.6%S&P 500 +3.4%Jun '25Portfolio +14.0%S&P 500 +8.7%Jul '25Portfolio +10.1%S&P 500 +11.2%Aug '25Portfolio +15.0%S&P 500 +13.5%Sep '25Portfolio +35.4%S&P 500 +17.5%Oct '25Portfolio +45.4%S&P 500 +20.3%Nov '25Portfolio +52.8%S&P 500 +20.6%Dec '25Portfolio +48.5%S&P 500 +20.7%Jan '26Portfolio +61.1%S&P 500 +22.4%Feb '26Portfolio +48.4%S&P 500 +21.4%Mar '26Portfolio +38.2%S&P 500 +15.4%Apr '26Portfolio +65.1%S&P 500 +27.5%May '26Portfolio +60.8%S&P 500 +34.2%Jun '26Portfolio +60.8%S&P 500 +32.8%Jul '26Portfolio +57.8%S&P 500 +32.9%Aug '26Portfolio +72.8%S&P 500 +36.4%Sep '26Portfolio +69.3%S&P 500 +37.9%

I own a small handful of companies based on a belief of future macro trends. Most of my choices are discretionary, but I have begun to use a systematic approach for a small portion of the portfolio.

13FSEC EDGAR · twelve CIKs · quarterlyparsepositions, by quarteraddedtrimmed or exitedΔ portfolio weight, quarter over quarter−1+1convictionpredicted new positionsranked by predicted weight
Twelve institutions disclose their holdings each quarter. The filings are parsed off EDGAR, not off an aggregator.Each position resolves into a signed weight change: what the book added to, trimmed, or let go of entirely.A gradient-boosted regressor scores conviction; a sequence model ranks the positions each book is likely to open next.

Predicting Institutional Positioning from 13F Filings

Large institutions disclose what they hold once a quarter, and everyone reads it late. This takes the filings as they land, scores how much conviction each move carries, and names the positions a book is likely to open next.

sequence forecasting · simplex projection · gradient boosting · conviction scoring

Repository
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© Nishad Wajge 2026