Posts
2025
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.
2024
Injected Approval: A Low Effort Local LLM Jailbreak
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
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
An evaluation of recent consumer-grade open LLMs based on ratings generated through an LLM-as-a-judge framework.
How to Run LLMs Larger than RAM
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4 mins
A short experiment on running larger LLMs on low-end consumer hardware, with comments on performance trade-offs and practicality.