Quantitative Finance
This trunk applies mathematics, statistics, programming, and domain knowledge to financial questions.
Current Branch
- Financial Markets and Mathematical Modeling — an introduction to options and mathematical modeling in finance.
- China–US–Canada Macro Scenario Lab — frozen time slices, Bayesian scenario updates, resolvable forecasts, and calibration reviews.
- Time Series and Walk-Forward Evaluation — forecasting from available data, with baselines, horizon errors, costs, and a final holdout.
- Returns, Diversification, and Portfolio Risk — worked calculations of compounding, weights, covariance, drawdowns, and trading costs.
- No-Arbitrage and Binomial Option Pricing — price options by stock-and-bond replication and compare European and American puts.
Supporting Foundations
This trunk grows through bounded, reviewable branches. Durable concepts remain separate from dated macro snapshots, whose value comes from preserving what was known and believed at the time.