Exploring the Kelly Criterion and its drawdown properties using Monte Carlo

Using clustering algorithms for identifying optimal subset of ETFs for portfolio construction.

Fitting 2 different Stochastic Volatility Models to S&P 500 returns and finding out which is better

Lessons learned migrating my data to AWS

My comments on how Hugo compares to Pelican for static site generation

Using PyTorch to easily compute Option Greeks first using Black-Scholes and then Monte Carlo methods.