Gasherbrum2 - training plan
Mountaineering
With only two months remaining until the Gasherbrum2 expedition I put together a training plan, kind of writting in stone, let's see how it goes.
[Read More]
"The noblest pleasure is the joy of understanding" - Leonardo Da Vinci
"If you can't explain it simply, you don't understand it well enough" - Albert Einstein
New Market Wizards
Review
The second market wizards book, named simply New Market Wizards was actually published before the Hedge Fund Market Wizards book, a bit older but as the saying goes… oldies but goldies.
[Read More]
Bias vs. Variance
Statistics
I don't know about others but when I started digging into machine-learning I had some problems understanding bias-variance until I found a nice target shooting analogy.
[Read More]
Historical volatility
Trading
Historical volatility (also called realized volatility) measures how far the normal standard deviation is from expected mean, over a given period of time.
[Read More]
Whale alert
Trading
Very simple pivot-point indicator that tries to detect whales' presence by checking the spikes in volume at the same UTC hour for the last 3 days.
[Read More]
Incomplete guide to Options Greeks
Finance
Greeks or Options Greeks are tools/statistics which measure sensitivity (responsiveness, calculus anyone?) of option price to changes in various parameters: underlying price, volatility, time, etc…
[Read More]
Black-Scholes formula
Finance
Black-Scholes formula… maybe not as important and well-known as compounding interest-rate but still the most famous formula among options traders.
[Read More]
Year 2020
Review
Pam, pam, pam !!!
Bloody fucking year, 2020, one of a kind, already in history books.
[Read More]
Ternary (trinary) vs. binary
Computers
We all know the binary system but a few heard about ternary (trinary) system; one of the first computer in Soviet Russia was using ternary system but it went out of fashion and binary system took over.
[Read More]
Generate IOTA address
IOTA
Generate IOTA address using plain old Python, starting with random seed, derive private key, and finally the checksum and address.
[Read More]