https://www.carlvinjerry.com/posts/quantitative-finance/Recent content in Programming category on RΞCURSIONHugo -- gohugo.ioenhttps://www.carlvinjerry.com/posts/quantitative-finance/risk-parity-mathematics/Tue, 16 Jun 2026 09:00:00 +0300https://www.carlvinjerry.com/posts/quantitative-finance/risk-parity-mathematics/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.https://www.carlvinjerry.com/posts/quantitative-finance/intro-to-sdes/Sat, 09 Aug 2025 00:00:00 +0000https://www.carlvinjerry.com/posts/quantitative-finance/intro-to-sdes/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.https://www.carlvinjerry.com/posts/quantitative-finance/moving-averages/Wed, 02 Apr 2025 21:37:25 +0600https://www.carlvinjerry.com/posts/quantitative-finance/moving-averages/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.https://www.carlvinjerry.com/posts/quantitative-finance/portfolio-risk-attribution/Mon, 02 Dec 2024 21:37:25 +0600https://www.carlvinjerry.com/posts/quantitative-finance/portfolio-risk-attribution/This post explains portfolio risk attribution, showing how volatility and risk contribution formulas help identify which assets drive overall portfolio risk.