Posts

Fast Arbitrage Detection Using Linear Programming

Linear programming has been used many times before to detect arbitrage in FX trading. However, to use in live trading these solutions …

Survey Nonresponse: Partial Identification in Stan

Let’s say you send out a survey to 100 random people with a single yes/no question. 80 people response and 60 of those 80 people say …

Flattening the Curve

With the recent spread of COVID-19, I decided to take a look at infectious disease models and how these models generate the “Flattening …

2018 Putnam Problem A2 Exploration in R

Problem A2 of the 2018 Putnam Competition states: Let $$S_1, S_2, \dots, S_{2^n-1}$$ be the nonempty subsets of $$\{1,2,\dots,n\}$$ in …

2019 Putnam Problem A1 Exploration in Python

Problem A1 of the 2019 Putnam Competition states: Determine all possible values of the expression $$A^3 + B^3 + C^3 − 3ABC$$ where …