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Ryan Gibson

Ryan Gibson

Quantitative Analyst | Computer Scientist

Recent

Print() and std::cout are extremely expensive
· 3 mins
Programming Performance Advice
A short discussion of the performance cost of printing to a terminal. They are far more expensive than most junior developers realize.
A Simple Derivation of the Black-Scholes Option Pricing Formula
· 8 mins
Black-Scholes Option-Pricing Derivation Statistics
A straightforward derivation of the famous option pricing formula using only basic probability and statistics. No stochastic calculus required!
Converting Between Fat-Tailed Distributions
· 5 mins
Statistics Fat-Tailed Modeling Distribution-Fitting
A set of rules of thumb that I’ve fit to convert between the most popular fat-tailed distributions.
Injected Approval: A Low Effort Local LLM Jailbreak
· 4 mins
Large-Language-Models Jailbreaking Cybersecurity
A quick look into into one of the simplest attacks on LLM safety mitigations, revealing large gaps in current approaches from major tech companies.
Modeling Stock Market Corrections Over 150 Years
· 9 mins
Data-Analysis Data-Exploration Fat-Tailed Stochastic-Modeling Modeling Investing
How fast does the stock market correct back to long-term trends? Let’s fit a fat-tailed, skewed stochastic model to find out.
Leaderboard of Open LLMs Ranked by LLM Judges
· 5 mins
Machine-Learning Large-Language-Models Leaderboard Evaluation
An evaluation of recent consumer-grade open LLMs based on ratings generated through an LLM-as-a-judge framework.