Articles

Educational articles covering quantitative finance topics including risk metrics, portfolio optimization, derivatives pricing, and trading strategies.

Volatility Control

finance
systematic
volatility

An introduction to volatility targeting, a strategy that scales portfolio exposure to maintain consistent risk levels.

January 14, 2026

Sharpe Ratio

finance
basics
portfolio

The Sharpe ratio measures excess return per unit of risk, enabling comparison across investments with different risk profiles.

January 13, 2026

Drawdowns

finance
basics
risk

Drawdown analysis measures the decline from peak value, a critical risk metric for understanding worst-case scenarios.

January 13, 2026

Correlation

finance
basics
portfolio

Correlation measures how assets move together, fundamental to portfolio diversification and risk management.

January 13, 2026

Mean-Variance Optimization

finance
portfolio
optimization

Mean-variance optimization finds the portfolio weights that maximize return for a given risk level, forming the efficient frontier.

January 13, 2026

Black-Scholes Model

finance
derivatives
options

The Black-Scholes model provides closed-form solutions for European option prices, revolutionizing derivatives pricing.

January 13, 2026

Option Greeks

finance
derivatives
options

The Greeks measure how option prices change with respect to underlying parameters, essential for risk management and hedging.

January 13, 2026

Stationarity

finance
time-series
statistics

Stationarity is a fundamental assumption in time series analysis—understanding when it holds and how to achieve it.

January 13, 2026

GARCH Models

finance
time-series
volatility

GARCH models capture volatility clustering—the tendency for large price moves to follow large moves and small moves to follow small moves.

January 13, 2026

Value at Risk

finance
risk
portfolio

Value at Risk (VaR) estimates the maximum loss over a given time horizon at a specified confidence level.

January 13, 2026

Momentum

finance
strategies
momentum

Momentum strategies profit from the tendency of assets that have performed well to continue performing well in the near term.

January 13, 2026

Risk Parity

finance
basics
portfolio

An introduction to risk parity, a strategy that allocates capital inversely proportional to asset volatility.

January 12, 2026

Random Sampling

finance
intermediate
statistics

An introduction to random sampling for selecting representative subsets from large datasets.

January 12, 2026

Geometric Brownian Motion

finance
basics
stochastic

An introduction to Geometric Brownian Motion (GBM), the foundation of modern option pricing and Monte Carlo simulation.

January 12, 2026

Returns

finance
basics

An introduction to simple and logarithmic returns, the fundamental metrics for measuring investment performance.

January 12, 2026

Returns & Volatility

quant
finance
basics

A foundational note on log returns, volatility measurement, and return distributions for liquid assets.

January 11, 2026
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