Fitting 2 different Stochastic Volatility Models to S&P 500 returns and finding out which is better

Lessons learned migrating my data to AWS

My comments on how Hugo compares to Pelican for static site generation

Using PyTorch to easily compute Option Greeks first using Black-Scholes and then Monte Carlo methods.

Using a mixture density neural network implemented in PyTorch to forecast the distribution of future realized volatility.

Using a simple bayesian autoregressive model to forecast future volatility