Recent
Charlotte Traffic Patterns and the Best Times to Commute
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3 mins
Analyzing commute trends in Charlotte, NC using Google Maps traffic data.
Making the Black-Scholes Formula Accessible for SoME4
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7 mins
A mathematical animation explaining the Nobel Prize-winning Black-Scholes formula for a general audience.
Vanguard Implied Asset Allocation Recommendations
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2 mins
A collection of asset allocation rules for every age, implied by Vanguard’s target date retirement funds.
Print() and std::cout are extremely expensive
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3 mins
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
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8 mins
A straightforward derivation of the famous option pricing formula using only basic probability and statistics. No stochastic calculus required!
Converting Between Fat-Tailed Distributions
A set of rules of thumb that I’ve fit to convert between the most popular fat-tailed distributions.