Statistics
Estimating Pi (π) with Monte Carlo Simulation in Python
Learn how to estimate the value of π using Monte Carlo simulation in Python. A step-by-step guide with math, code, and visualization.
An independent research journal
Quants Quest
Making sense of markets,
one idea at a time.
The latest post Research
Signed Dual Attention Explained
Discover Signed Dual Attention: an approach to model both positive and negative relationships in deep learning
Read the post
From the journal
View archive
Statistics
Is a Random Walk with Drift a Martingale ?
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.
Quantitative Finance
The SDF Explained: Why Factor Models Actually Work
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...
Quantitative Finance
Merger Arbitrage Explained
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...
Python
Anaconda to Create a Clean Python Environment
Learn how to use Anaconda for your Python setup, allowing you to run .py files and jupiter notebooks.
Statistics
Random Walk vs Martingale: What’s the Difference
Learn the key differences between martingales and random walks in finance. Includes intuitive examples, asset pricing theory, and Python code.
