I'm Daniel Kaufman. Kinetic Alpha is where I put quantitative work that's finished enough to defend in public — frameworks, dashboards, and the writeups behind them. The thread connecting the projects is that they all sit at the boundary between how a market is structured and how risk is measured in it: prediction-market margining where binary payoffs break the usual delta-neutral story, energy-futures decomposition where every position has to resolve down to dated factor legs before any portfolio statement is meaningful, and so on.

What you'll find here

• Live dashboards. Each project ships an interactive surface you can drive — change positions, sliders, conventions — and see the numbers move.
• Papers. A short, well-typeset document for each project that spells out the assumptions, the math, and the choices that other writeups tend to skip.
• Code. Reference implementations in Python with a parity-checked JavaScript engine behind the dashboards. Tests and a small reference table ship with everything.

Contact

dkaufmanrisk@gmail.com. Always happy to compare notes on margining, clearing, or any market where the textbook ends a few pages too early.