Blogs

Written as the questions come up.

Shorter pieces than a monograph and longer than a paragraph — a worked example, a method explained properly, a correction, a study that came back null. All of it free, none of it gated.

Subsections

Where a post lives

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Engineering

The machinery underneath the research: numerical methods, the linear algebra, data handling, and what breaks when a textbook technique meets real market data.

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Notes

Everything, newest first

Engineering7 September 202625 min

The singular value decomposition, and how much of an order book is really there

SVD is the workhorse under PCA, factor models and a good deal of applied machine learning. What it actually computes, why it is the best low-rank approximation rather than merely a convenient one, what its factors look like on the NIFTY and SENSEX futures books, why the same procedure gives two answers that cannot be compared, and the random-matrix result that says most of what it finds in market data is noise.

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Artifacts

Interactive guides

Self-contained documents with live calculators and generated figures, built to be read and played with rather than skimmed.

Guide 01Foundations Series12 panels

Bid, Ask, Risk

How the machinery actually works — what a quote really says, what each order type gives up, why long and short are not mirror images, and the six costs that quietly decide whether a strategy survives contact with a real book.

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Strike, Premium, Theta

The buying side of options, and only the buying side. What a premium is made of, why decay is not linear, why the strike is not break-even, and how implied-volatility crush loses money on a call you got right.

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