Creează un cont pentru a te abona la acest blog și a-i urmări articolele pe pagina Lectură.
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Editor’s note: this proof was entirely generated by ChatGPT 5.6, I didn’t contribute anything!
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A few days ago, I had the realization that nearly every profitable trading alpha I’ve found can be formalized as an instance of boosting—adding a small, targeted correction on top of a strong base model.
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Corey Hoffstein speaks with Edward Yu about his journey from the early days of crypto OTC markets to co-founding Variational.
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OK quick thread on how I would price the @pumpdotfun ICO using options theory, and why there might be a trading opportunity!
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A collection of quotes, presented without comment, implying that we hedge too much and this is bad.
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This is reposted from X.
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In my last essay, I wrote about the long term vision of Variational as a collection of distinct financial subnetworks that could enable the creation of programmable derivatives.
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If you asked me to describe the end goal for Variational, I would say: programmable derivatives.
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The market maker vs the path-independent options trader There’s a common school of thought which views options as discrete, static bets.
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I want to start writing more, and publish the posts on this website.
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This is a collection of various tidbits I learned during my time in quant finance, mostly as notes to myself.
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Background Perhaps lost in the whirlwind of presidential name-calling, a lesser-known multi-year old feud has resurfaced on Twitter this election season.