Researcher @CambridgeAltFin | Bitcoin infrastructure, network resilience, DeFi | Judge Business School, University of Cambridge
Cambridge, UK
Joined November 2025
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3/ As these models get wired into trading agents and robo-advisors, that's a suitability risk worth auditing. Paper: arxiv.org/abs/2606.02528
2/ This feature exists at every model scale, but steering leverage is inconsistent. It is strong at 27B, basically absent at 12B. Having a representation doesn't mean you can control with it. And when it does bite, it moves portfolio allocation by ±5pp.
1/ 🧵 We audited whether LLMs carry their own asset preferences. Inside Gemma-3 we found a single internal feature that, steered up, makes the model favor Bitcoin - steered down, it backs off. It even works when "Bitcoin" never appears in the prompt. arxiv.org/abs/2606.02528
Built YAND-MVSK: mean/var/skew/kurtosis portfolio optimizer, no 3D/4D tensors. github.com/dthinkr/yand-mvsk Based on Wang/Niu/Sheshmani/Yau. arxiv.org/abs/2604.25378
Wenbin Wu retweeted
Read the latest article from the Strategy Monitor
Cyber risks are evolving faster than ever — and quantum computing could soon upend today’s cryptographic foundations. What can banks do to protect themselves from the looming quantum threat?
on.ft.com/4p9LnsZ
PhD in figuring out how crypto breaks. Now doing it professionally at @CambridgeAltFin.
Research threads soon.