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
I'm a software engineer focused on building reliable, deterministic real-time and trading systems. My work spans system design, implementation, deployment, and production operations, with an emphasis on correctness, observability, performance stability, and failure-aware architecture.
I'm particularly interested in probability, statistics, machine learning, and fault-tolerant distributed systems, and in how financial markets behave as high-dimensional, non-stationary systems whose structure evolves over time. Rather than "solving" markets, I focus on building robust systems for exploring, testing, and operating within them.
This site documents my projects, experiments, and technical notes on trading, systems engineering, and quantitative research.
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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