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  • One Year in HOD
• Two Wheels and a Heartbeat
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    • Currying and Partial Application
    • A Better Way to Manage Dependencies in F#
    • Memoization in F#
    • Pattern Matching in F#
    • Understanding the F# Option Type
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  • Discriminated Unions in F#
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  • Functors and Monads in F#
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    • fsharp-9-review
Quantitative-Finance
• Introduction to SDEs
• Portfolio Risk Attribution
• Risk Parity Mathematics
• Simple Moving Average

A Year Is Enough to Know What You Don't Know

This post reflects on one year in leadership, tracing lessons about uncertainty, difficult conversations, team silence, mentorship, decision-making, and the cost of trying to lead on empty.

• Leadership
• Mentorship
• Career Growth
• Team Culture
• Management
• Reflection
• HOD

Tuesday, July 14, 2026 Read

The Mathematics of Allocating Risk Instead of Capital

This post explains risk parity through equal risk contribution, showing why capital weights can hide concentrated portfolio risk. We derive the core variance and risk contribution formulas, compare ERC with inverse-volatility weighting, and discuss covariance estimation, leverage, and regime risk.

• Risk Parity
• Equal Risk Contribution
• Portfolio Optimization
• Covariance Matrix
• Asset Allocation
• Risk Budgeting
• Hierarchical Risk Parity
• Quantitative Finance

Tuesday, June 16, 2026 Read

Two Wheels and a Heartbeat

This essay makes the case for motorcycles as the best vehicle ever made, blending road culture, Nairobi traffic realities, rider discipline, and the emotional pull of two wheels.

• Motorcycles
• Biking
• Riding
• Road Culture
• Urban Mobility
• Adventure
• Kenya

Tuesday, June 16, 2026 Read

Introduction to Stochastic Differential Equations

This post introduces SDEs and the Euler-Maruyama method, demonstrating their application in finance and ESG modeling. Through F# simulations of stock prices and renewable energy adoption, we show how to implement and visualize SDE solutions, highlighting their importance for handling uncertainty.

• SDEs
• Euler-Maruyama
• F#
• Renewable Energy
• Financial Modeling

Saturday, August 9, 2025 Read

Seamless R Integration in .NET with R.NET: A Step-by-Step Guide

This post explores how R.NET enables seamless in-process R integration in .NET, focusing on statistical computations. Through a simple F# example calculating mean and standard deviation, we demonstrate how to set up R.NET, call R functions, and handle common pitfalls, empowering .NET developers to leverage R’s power.

• functional programming
• F#
• R.NET
• statistical computing
• interoperability

Monday, August 4, 2025 Read

Modelling Relationships in F# for Domain-Driven Design

This post explores F#’s discriminated unions for domain-driven design, focusing on financial systems. Through examples like modeling financial instruments, transactions, and account types, we demonstrate how to encode business rules, ensure type safety, and simplify complex domains using F#.

• functional programming
• F#
• language features
• Discriminated Unions

Monday, July 21, 2025 Read

Understanding Functors and Monads in F# with Statistical and Financial Models

This blog post demystifies functors and monads in F# through real-world statistical and financial modeling examples. Learn how Option, Result, and Async types simplify handling missing data, errors, and asynchronous computations, enabling robust and composable code for data processing, risk modeling, and Monte Carlo simulations.

• functional programming
• F#
• language features

Monday, April 28, 2025 Read

What’s New in F# 9 for Quant Developers

This post reviews F# 9 features through a quant-developer lens, covering language improvements that make financial modeling, data workflows, and high-integrity code easier to express.

• functional programming
• F#
• language features

Wednesday, April 23, 2025 Read

Simple Moving Average Crossover Strategy in F#

This post builds a simple moving average crossover strategy in F#, explaining short and long windows, crossover signals, thresholds, and the structure of a testable trading pipeline.

• Algorithmic Trading
• Quantitative Finance
• Time Series Analysis

Wednesday, April 2, 2025 Read

Optimizing Pattern Matching in F# for Better Performance

This post explores pattern matching in F# and shows how to structure match expressions for clearer, more efficient functional code when working with larger data shapes.

• F#
• Optimization
• Functional Programming
• Pattern Matching
• Software Development

Monday, March 3, 2025 Read

Attributing for Risk in Portfolio Management

This post explains portfolio risk attribution, showing how volatility and risk contribution formulas help identify which assets drive overall portfolio risk.

• Risk
• Portfolio Managemnt
• Volatility

Monday, December 2, 2024 Read

Memoization with Fibonacci

This post explains memoization as a functional performance optimization technique, using repeated computations to show how caching improves F# code efficiency.

• F#
• Optimization
• Functional Programming
• Caching
• Software Development

Monday, November 4, 2024 Read

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