Blog
31 articles on quant finance, Python, statistics, and tennis.
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Vectorisation What is it and how does it work?
O(n) is faster than O(1), cache lines, Pandas 2.0 and the consistent rise of the column
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Fat tails and their impact on option prices
Kurtosis, defining fat tails and counter-intuitive results
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Random Sampling with SciPy and NumPy Part III
Implementing custom distribution sampling in SciPy
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Random Sampling using SciPy and NumPy Part I
Intro to sampling, writing our own, speed testing
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Random Sampling with SciPy and NumPy Part II
Fancy algorithms, source code walkthrough and potential improvements
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What is the ‘risk neutral measure’?
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How to delta hedge an option: Part V
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How to delta hedge an option: Part IV
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How to delta hedge an option: Part III
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How to delta hedge an option: Part II
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Deriving a Formula for the Length of a Tennis Game
Using a points-based modelling approach to derive expected points per game
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How to delta hedge an option: Part I
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Why we use log returns for stock returns
Python simulations, convexity corrections and lots of pretty graphs
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Why is the MAD always smaller than the STD?
Intuition, a derivation and Jensen’s Inequality
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Why do we use the standard deviation?
Fisher, parameterisation, efficiency and CLT
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Why is the sample variance distributed with n-1 degrees of freedom?
Mashing together intuitive derivations littering the web
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Where does python get its random numbers from?
A simple explanation of modern pseudo-random number generators (PRNGs) and their new NumPy implementation
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Why is tennis scored the way it is scored?
Applying the ‘Problem of Points’ to tennis
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A (unromantic) love letter to Tennis TV
Using statistics to justify feeding my YouTube addiction
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Building A Tennis Match Simulator in Python
Using Python to verify the math behind points-based modelling of tennis games
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Python, The System Path and how conda and pyenv manipulate it
A deep dive into what happens when you type ‘python’ in a shell and how popular environment management tools manipulate this behaviour
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Python and the Module Search Path
How python knows which packages to import, where to find them and how modern tools (conda, pyenv, poetry) make this easy for us
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What is a ‘python environment’ (for beginners)?
Clearly separating out the key concepts to demystify the environment creation process
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Should I Stop Eating Meat? Part I
An attempt to summarise agriculture’s impact on global warming and whether personal meat abstinence is the single best thing I can do
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Should I Stop Eating Meat? Part II
An attempt to summarise agriculture’s impact on global warming and whether personal meat abstinence is the single best thing I can do
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Should I Stop Eating Meat? Part III
An attempt to summarise agriculture’s impact on global warming and whether personal meat abstinence is the single best thing I can do
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Should I Stop Eating Meat? Part IV
An attempt to summarise agriculture’s impact on global warming and whether personal meat abstinence is the single best thing I can do
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Should I Stop Eating Meat? Part V
An attempt to summarise agriculture’s impact on global warming and whether personal meat abstinence is the single best thing I can do
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Should I Stop Eating Meat? Part VI
An attempt to summarise agriculture’s impact on global warming and whether personal meat abstinence is the single best thing I can do
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Should I Stop Eating Meat? Part VII
An attempt to summarise agriculture’s impact on global warming and whether personal meat abstinence is the single best thing I can do
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Are We Havin’ A Laugh?
Statistically speaking, yes.