Hi!
I am Felipe and I'm passionate about mathematics and finance. Sometimes my curiosity takes over and I end up spending hours on the internet researching about a topic. That's the 'problem' when passion and curiosity come together, you can't simply let go. You must reach that "aha" moment.
Picture the situation:
You are trying to execute a task, and for a reason you cannot comprehend, it just doesn't work. You start looking for answers online, and then you come across a topic that magically solves everything you have been trying to do for the last two hours. As you start reading about it, it ignites: 'Oh, that's interesting. I wonder how it really works...'.
When you realise, you have 20 tabs open in your browser, you watched 10 YouTube videos, you have looked at the source code on Github, and now you are on your third tutorial. You finally begin to understand how it all ties together.
There are times, however, when the journey is not as pleasant. You keep going from source to source, getting into a rabbit hole that makes you wonder: 'How the hell did I get here?'
I have had a fair share of journeys through rabbit holes when trying to understand how some stuff works under the hood. This blog is my attempt to:
- build the bridge between math and finance
- show some examples of how you may use certain theories in practice
- shorten your journey when you are trying to find out what is really going on
Very often these concepts need to be implemented in some programming language, so you can expect some posts about programming as well. I am a firm believer that theory is best understood once it is put into practice, so we will be getting our hands dirty from time to time. What's the fun of only reading about it and not actually doing it?
If you found this blog after a similar situation as I described above, I hope you can find some of the answers you seek here.
✌️