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Writings & research / Field notes

Ideas, experiments, and things I’m figuring out. A little more to explore in every note.

Small experiments. Longer thoughts.
01 / Math & markets11 min read

When markets misbehave.

A stochastic processes project about one dangerous sentence: these two risks are independent.

Eight simulated geometric Brownian motion pathsStarting at 100, with 12 percent annual drift and 21.4 percent annual volatility over 252 trading days. 0100200DAY 0DAY 252
Open the note · Nov 30, 2025