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Ryan Gibson

Ryan Gibson

Quantitative Analyst | Computer Scientist

Recent

Making the Black-Scholes Formula Accessible for SoME4
·· 7 mins
Manim Black-Scholes Video Github
A mathematical animation explaining the Nobel Prize-winning Black-Scholes formula for a general audience.
Vanguard Implied Asset Allocation Recommendations
· 2 mins
Investing Asset-Allocation Vanguard Retirement
A collection of asset allocation rules for every age, implied by Vanguard’s target date retirement funds.
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.