Writing
Technical notes
Quantitative modeling, software engineering, and capital markets.
- Option Model Lab
- Architecture
- Performance
Browser, Worker, or API? Drawing Option Model Lab's Compute Boundary
How measurements—not model prestige—decided which pricing workflows stay local and why only Heston calibration crosses the network.
- ETF
- Finance
- Market Structure
ETF Creation and Redemption: What Actually Keeps Price Close to NAV
A practical look at the two markets behind an ETF, the role of authorised participants, and the costs that can leave a premium or discount open.