Monte Carlo Pricing, Error Bars Included
A reproducible European call-pricing example that derives the estimator, implements it in NumPy, and measures simulation uncertainty.
Why Cholesky Beats a Matrix Inverse
Portfolio covariance calculations make the case for solving linear systems directly: less work, better numerical behavior, clearer intent.
A Vectorized Backtest Without Look-Ahead Bias
A small signal pipeline that makes information timing explicit and exposes the indexing mistakes that commonly inflate results.