Building a Model for Returns
Volatility drag in theory and in practice
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Essays
Neural Networks from Scratch
Bootstrapping a mathematical description of Neural Networks
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How Not to Visualize Martingales
A simulation gone wrong! Join me for a mathematical autopsy. This cautionary tale unveils some subtle secrets of stochastic process modeling.
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Support Vector Machine Basics
A short mathematical description of SVMs
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Python Sins and How to Fix Them
A teaching document I authored for new software engineers to raise the bar on code quality.
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Cryptography and the RSA Cryptosystem
A mathematical introduction to the RSA cryptosystem with a python implementation
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Adventures in Chess Programming
Board structure implications and efficient move generation
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This essay isn't public at the moment.