Discover Signed Dual Attention: an approach to model both positive and negative relationships in deep learning

Learn how to estimate the value of π using Monte Carlo simulation in Python. A step-by-step guide with math, code, and visualization.

Learn how the risk-neutral measure mathematically transforms a random walk with drift into a martingale by removing its drift, with clear step-by-step explanations.

Learn why factor models work in finance. Beneath their growing complexity in the number of factors lies a deeper unifying idea: factor models are, at their core, a way to approximate the Stochastic Discount Factor (SDF).

Learn how to analyze merger arbitrage opportunities using the Warner Bros Discovery and Paramount deal rumors. Break down market-implied probabilities, downside risk, and expected value like a quant.

Learn how to use Anaconda for your Python setup, allowing you to run .py files and jupiter notebooks.