Thoughts & Musings
Random ideas, reflections, and things I'm thinking about
I swear, writing this in HTML is going to be the death of me
I kinda think I am more scared of being average than dying lol.
The Monte Carlo project is forcing me to think harder about variance reduction. Control variates are elegant but subtle. Wayyyy to easy to mess up if you're not careful about correlation structure.
Deciding what to make sometimes is really hard, cause the projects are either way too hard or way to easy
There's so much noise in tech/finance education. New frameworks, new buzzwords, new "must-learn" tools every month. Staying focused on fundamentals is harder than it sounds.
Realized today: the best quants I've read/talked to aren't the ones who know every library. They're the ones who can break down complex problems into simple pieces and reason about them clearly.
Started building in public with my volatility surface project. It's weirdly motivating to document the process โ makes me think harder about why I'm doing things a certain way.
Volatility is scam, not real
Options pricing makes so much more sense after Real Analysis. Suddenly all the measure theory and convergence concepts aren't abstract anymore lol
If I don't get a job in Quant I will prob just go to grad school and then get a job in quant, and if not then I will go back to school and become an academic, and then a quant. I can't tell if I am dedicated or in a ponzi scheme lol