This is the first post on $Q.
The site is a scratchpad — somewhere to put ideas that are too long for a tweet and too rough for a paper. Expect notes on quant finance, options theory, crypto markets, and the occasional detour into whatever I’m reading.
Why build this
I’m targeting the ETH Zurich MQF for 2027/28. Along the way I’m teaching myself the maths I should’ve learned in undergrad: measure theory, stochastic calculus, linear algebra done right. Writing things down is the fastest way I know to find out whether I actually understand them.
What to expect
- Derivatives and volatility — SVI, local vol, rough vol
- Systematic strategies — momentum, carry, crypto microstructure
- Study notes — things I wished someone had explained more clearly
- Occasional takes on macro
No fixed schedule. Posts go up when something is worth saying.