The collection

Journal archive

Every public post, gathered in one place.

2026

• Jan 6 Signed Dual Attention Explained
• Jan 3 Estimating Pi (π) with Monte Carlo Simulation in Python

2025

• Nov 12 Is a Random Walk with Drift a Martingale ?
• Sep 27 The SDF Explained: Why Factor Models Actually Work
• Sep 21 Merger Arbitrage Explained
• Sep 20 Anaconda to Create a Clean Python Environment
• Sep 12 Random Walk vs Martingale: What’s the Difference

2024

• Sep 27 Bitcoin Volatility Estimation with the Parkinson Estimator in Python
• Sep 23 Estimating Bitcoin's Volatility using a GARCH Model
• Sep 20 Bitcoin Volatility Estimation with EWMA in Python
• Aug 18 How to Fetch and Store Binance Data Efficiently Using HDF5 in Python
• Jul 14 Leveraging Options Data for Stock Sentiment Analysis
• Jun 22 An Introduction to Pair Trading and Market Neutral Strategies

2023

• Jul 9 A closed-form filter for binary time series
• Jul 8 How to cluster time series within a bayesian framework