Posts
2025
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
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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.
2024
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.
How to Run LLMs Larger than RAM
··
4 mins
Machine-Learning
Large-Language-Models
Linux
A short experiment on running larger LLMs on low-end consumer hardware, with comments on performance trade-offs and practicality.
How Risky is a Correlated Hedge?
·
4 mins
Investing
Hedging
Correlation
Risk-Management
Statistics
A brief analysis of how much risk you can reduce by hedging with correlated assets. Even in a perfect world, a 90% correlation limits risk reduction to about 50%.
A Tale of T-Mobile Prepaid Billing Errors
··
7 mins
T-Mobile
Prepaid-Plans
FCC-Complaint
Consumer-Protection
A discussion of an odd bug in T-Mobile’s systems, resolved only after filing an FCC complaint. This post details my experience, the support timeline, and the root cause of the mysterious charges.