Posts

• Nov 19, 2021

  Coin Vol-II Hedging your BTC/ETH - The basics

• Nov 13, 2021

  Coin Volatility Surfaces

• Sep 5, 2021

  The Crypto-Carry Trade

• Aug 5, 2021

  Woo, Quantum Storytelling, Time Crystals and Misallocation

• May 30, 2021

  Pricing Options with TorchSDE

• Apr 30, 2021

  Solving multidimensional PDEs in pytorch

• Apr 7, 2021

  Using simple mean-reversion to remove carry from a VIX futures position

• Mar 11, 2021

  Moving on from the Macbook Pro

• Mar 6, 2021

  Simply Extracting information out of your Stochastic Series

• Jan 6, 2021

  Copulas made simple with Pytorch Distributions

• Dec 5, 2020

  How to Size Bets. The Kelly Criterion in PyTorch

• Nov 5, 2020

  The #1 Reason to have a 3D Printer.

• Oct 5, 2020

  Modest Proposals to Make Science Great Again.

• Sep 21, 2020

  Some Robot Art

• Sep 5, 2020

  Quaternion Averaging in Pytorch

• Aug 5, 2020

  Yet another static blog!

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