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The blog is where i88 publishes long-form research: how a model behaves under real constraints, what a metric actually measures, and where the common approach breaks down. Articles are written by named authors and tagged with the instruments they discuss. Open it from Blog in the left navigation rail, or go to i88.io/blog.
An i88 blog article filling the reading column with the article list collapsed to a chevron on its left. The breadcrumb reads Home, TSLA, Blog, and the piece — Kelly Betting When You Don't Know Your Edge, And a Drawdown Barrier Is Watching — shows its author Jesse Choafohen, the date, body text and a mathematical formula

An article open with the list column collapsed, reached from the TSLA ticker page

Browsing Articles

The list on the left shows every published article with its title, an opening excerpt, the publication date, and the author. Selecting one opens it beside the list, so you can move between pieces without losing your place. The list column collapses to a chevron when you want the article to have the full width — click the chevron again to bring the list back. Each article opens with its author and publication date, followed by the piece itself — sections, charts, and mathematical notation where the argument needs it.

Filtering by Ticker

Articles are tagged with the instruments they analyse. Use the Tickers control above the list to narrow the feed to a single instrument, and the URL updates to match — which makes a filtered view something you can bookmark or share. This works in both directions: when you are researching an asset, the ticker filter is the fastest way to find whether i88 has written about it.

What You Will Find

Articles are research rather than trading calls. A typical piece states the problem, sets out the method, shows results including the cases where the method underperforms, and links the tickers involved.
Research published on the blog is for information only. Nothing in it constitutes financial advice — see the Open Alpha notice on the Introduction page.