An introduction to tail risk models and experiment on how quickly performance degrades after calibration.
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4 mins
A catalog of some personal, academic, and open-source projects I’ve worked on.
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7 mins
A mathematical animation explaining the Nobel Prize-winning Black-Scholes formula for a general audience.
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7 mins
A general introduction to hiding information in plain sight, its uses in the real-world, and how it works in digital mediums.
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1 min
A brief overview of my background in computer science and mathematics, my personal projects, and my work as a quantitative analyst.