Efficient Calculation of Efficient Frontiers

The efficient frontier is a ubiquitous tool in quantative finance, yet it is often calculated using incredibly inefficient methods. Can we do better using a healthy helping of analysis and linear algebra.

Maths Matters: Bouncy Numbers

When we get swept up by the data science craze, it is often all too easy to forget the importance of pure mathematics and statistics, in place of flashy new algorithms and machine learning models. As a reminder of the power of pure mathematics, this post discusses how I used a moderate knowledge of combinatorics to solve a challenging ProjectEuler+ problem with only 4 essential lines of code.

Efficiently Solving a Google Coding Interview Question Using Pure Mathematics

Pure mathematics can get a bad reputation at times for being too abstract, and losing relevance to the real world. I think this reputation is largely unjustified and so, in this post, I show how a knowledge of the pure mathematical topics of linear algebra and combinatorics led me to a blazingly fast, and devilishly simple solution to a Google coding interview question.
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