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quant finance
Showing 4 articles in quant finance.
TabFM: Google's Zero-Shot Tabular Foundation Model for SPY Volatility
Google's TabFM turns tabular prediction into in-context learning. Here is what matters, why the non-commercial license matters, and how to test it on SPY volatility.
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Black-Scholes Without the Magic: Turning Random Paths into a Pricing Equation
A story-driven derivation of Black-Scholes: how GBM, Itô calculus, delta hedging, and no-arbitrage turn a random stock path into an option pricing equation.
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Geometric Brownian Motion in Python: The First Model Every Quant Learns
A practical, story-driven introduction to geometric Brownian motion: why quants model log returns, how volatility drag appears, and how to simulate price paths in Python.
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From Itô to Black-Scholes: How Randomness Became a Pricing Engine
The bridge from stochastic calculus to quantitative finance: how Bachelier, Wiener, Itô, Black, Scholes, and Merton turned random price paths into a pricing engine.
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