Ryan Gibson

An introduction to tail risk models and experiment on how quickly performance degrades after calibration.

Thoughts on optimizing paid time off and a simple toy model of burnout.

Analyzing commute trends in Charlotte, NC using Google Maps traffic data.

A mathematical animation explaining the Nobel Prize-winning Black-Scholes formula for a general audience.

A collection of asset allocation rules for every age, implied by Vanguard’s target date retirement funds.

A short discussion of the performance cost of printing to a terminal. They are far more expensive than most junior developers realize.