https://www.carlvinjerry.com/tags/quantitative-finance/Recent content in Quantitative Finance on RΞCURSIONHugo -- gohugo.ioenTue, 16 Jun 2026 09:00:00 +0300https://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/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.