Buys-side education · Reading group
Project Derivations Lab
Small cohort walks paper-by-paper from Glosten–Milgrom through modern impact models; no recordings, notes only.
Context
PMs wanted depth without another vendor course; they valued peer pressure and live Q&A over polished videos.
Approach
- Curate six papers with prerequisites stated upfront.
- Assign scribes; circulate proof sketches within 48h of each session.
- Cap cohort at twelve to preserve signal-to-noise.
Outcomes
- Shared annotated bibliography and lemma sheet.
- Two members credited Shunya in internal strategy docs (with permission).
Tools & stack
Zoom · Shared drive · LaTeX