Posts

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.

A straightforward derivation of the famous option pricing formula using only basic probability and statistics. No stochastic calculus required!

A set of rules of thumb that I’ve fit to convert between the most popular fat-tailed distributions.

A quick look into into one of the simplest attacks on LLM safety mitigations, revealing large gaps in current approaches from major tech companies.

How fast does the stock market correct back to long-term trends? Let’s fit a fat-tailed, skewed stochastic model to find out.