Currency Markets Graphs
The US dollar hit a four-year low this month following some, uh, interesting policy coming from the White House as well as comments from the president indica...
Technical Posts
These posts tend to focus on math and computer science topics, especially related to finance.
Analytic Solution to an Amortizing Bond Model
We’re picking up where we left off with using linear algebra to consider amortizing bond models like the ones I implement at work. Last time, we wrote the co...
Fixing my Bond Math Code from the Last Post
While playing around with the Python I wrote in my last blog post, I realized that it had a fatal error. Muni bonds are typically sold in \$5,000 lots, so in...
Learning to Script
I’m pretty sure I first got interested in linux around the same time Edward Snowden fled the US. I was 13 years old and captivated by how much one could dete...