A journey between proofs, markets, and code. Documenting tools and concepts that define the daily grind—with a healthy dose of pragmatism.
How to stack up your terminal with gear using Python only.
A quick and easy way to set up a dashboard for your Marimo data using serverless technologies.
An in-depth guide to Polars’ expression engine, focusing on financial metrics, risk aggregations, and high-performance time-series transformations for quantitative research.
A quick script to make sure your notebooks aren’t a mess before you commit them.
How to design flexible financial models using inheritance, ABCs, and protocols.
How to unlock the power of Python’s special methods to build intuitive and consistent classes.
How to master the building blocks of Python classes for quantitative development.
How to manage Python environments, transitioning from classic venv and pip to the modern and fast uv tool.
How to iterate efficiently in Python for quantitative finance.
How to treat your functions well.
How to efficiently calculate Fibonacci numbers in Python.
How to create a case-insensitive enum in Python.
How to improve your parseltongue?
How to manage market risk of merger arbitrage portfolios?
How to use and implement useful iterator utilities in Python.
How to survive in the whirlpool of finance.
How to display Pydantic models as a tree structure in the console.
How to have a great dev terminal setup.
How to have a great dev setup and still play CS over a coffee break.
How to have a great Python dev setup.
How to start your day with a cup of coffee, not opening the same apps all over again.
How to chain resource managers in an elegant way.
How to apply strategy design pattern in Python.
How to enjoy the ride with me.