Journal
Writing on engineering, finance & data.
Notes on fintech, data platforms, ERP systems, and the quantitative problems behind them.
02 / Articles
All Articles
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Black-Scholes Option Pricing: The Model That Changed Finance
A comprehensive walkthrough of the Black-Scholes option pricing model, from its theoretical derivation and closed-form solution to the Greeks and practical limitations every quant should understand.
Understanding Trend Following: A Quantitative Approach
An introduction to systematic trend following strategies, examining the mathematics behind momentum signals and how quantitative traders identify persistent market trends.