Archive

2025

• Jun 17A Taxonomy of Quantitative Trading Strategies
• Mar 26Generalized Policy Iteration (GPI) - Theory and Code Example
• Mar 09Messaging Patterns with ZeroMQ
• Mar 09Interfacing core logic in C++ with Python - The Black-Litterman model
• Feb 26JAX - Automatic Differentiation and JIT Compilation
• Feb 26JAX - Bayesian Inference with Hamiltonian Monte Carlo for Financial Time Series
• Feb 26JAX - Vectorizing High-Dimensional Functions
• Feb 26Algorithm Showcase - Stochastic Programming
• Feb 25Quantitative Training - Month 1
• Feb 25Quantitative Training (Solutions) - Month 1
• Feb 24Welcome
• Feb 23Monthly Themes
• Feb 22Scientific Computing