Mean-Field Market Making
Introduction I was reading Terry Tao’s blog the recently and stumbled across this pretty cool field of maths: Mean Field Games. It’s like if game theory and stochastic differential equations had a ...
Introduction I was reading Terry Tao’s blog the recently and stumbled across this pretty cool field of maths: Mean Field Games. It’s like if game theory and stochastic differential equations had a ...
Coming soon… The ultimate guide of who to send in to bowl based on a statistical summary of IPL batsmen’s Spin vs Pace Share this post
Coming soon… Stay tuned for the deep dive into quantifying pressure for bowlers in the IPL! Share this post
Introduction Pressure. We’ve all felt it, hands a little colder, heartbeat a little quicker. Professional athletes train for years to control that chemical chaos, yet every fan senses the moments ...
Download the full research paper (PDF) This is a friendly walk through of how linear algebra, random walks and consensus statistics uncover who talks to whom inside the mouse gut. Thanks to all...
Download the full research paper (PDF) 1. What does it mean? Imagine that price moves as you driving. Volatility = tyre grip. Most days: dry road; now and then: black ice. Old models say grip nev...
What Are Dual Numbers? Dual numbers extend the real numbers by introducing a new element, $\epsilon$, with the property: \[\epsilon^2 = 0, \quad \text{but} \quad \epsilon \neq 0.\] A dual number...