Mathematics of Trading: Modeling Randomness
From random walks to Monte Carlo simulation - how to mathematically model market randomness and evaluate strategy robustness.
tradingmathfinance
2025-11-10•7 min read
Hey, I build things - systems, tools, products, and the occasional experiment that sends me down a rabbit hole. Over the years, I've worked across the stack - frontend, backend, infrastructure, deployment. I also created Granova, a platform for grocery stores.
What really draws me in are probability, statistics, machine learning, and the way financial markets behave like a huge math problem - a high-dimensional, non-stationary system where the structure keeps changing as you study it. It's far too complex to "solve" but endlessly fun to explore.
This site is where I post projects, notes, and whatever else I'm thinking about.
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Mathematics of Trading: Variance, Drawdowns, and Risk of Ruin
Why profitable strategies still hurt - understanding variance, drawdowns, risk of ruin, and the mathematics of survival.
tradingmathfinance
2025-11-05•8 min read
Mathematics of Trading: Probability Distributions
The shapes of uncertainty - understanding variance, skewness, fat tails, and why distributions matter more than averages.
tradingmathfinance
2025-10-22•8 min read
Mathematics of Trading: Edge
What it means to have an edge in markets, where edges come from, and why tiny advantages compound dramatically.
tradingmathfinance
2025-10-17•7 min read
Mathematics of Trading: Expected Value
The single most important idea in trading - how to mathematically define favorable decisions and navigate uncertainty.
tradingmathfinance
2025-10-15•8 min read
Mathematics of Trading: Uncertainty
Living with randomness - why markets feel unpredictable, what uncertainty actually means, and how it shapes trading decisions.
tradingmathfinance
2025-10-12•5 min read
Mathematics of Trading: Introduction
A practical guide to understanding markets through randomness, probability, and uncertainty.
tradingmathfinance
2025-10-10•3 min read