March 6, 2025
I recently explored Ollama to build a simple AI-powered grocery list categorizer. This was my first time using Ollama, and I wanted to experiment with how it could process and organize text data locally.
The idea was straightforward:
Read a list of grocery items from a file.
Use Ollama to categorize the items into groups like Produce, Dairy, Meat, etc.
Sort them alphabetically within each category.
Save the organized list to a new file.
February 10, 2025
Risk management is a crucial aspect of financial modeling, and one of the key metrics used to measure risk is Value at Risk (VaR). In this project, we explore different approaches to computing VaR, including Historical VaR, Parametric VaR, and Cornish-Fisher VaR, as well as Conditional VaR (CVaR). Additionally, we compare these risk measures across different shock distributions using Monte Carlo simulations.
February 9, 2025
Modeling a Mortgage-Backed Security (MBS) with Simplified Assumptions
Mortgage-Backed Securities (MBS) are critical financial instruments that pool mortgages and distribute their cash flows to different tranches of investors. In this project, we developed an automated framework for pricing and stress-testing an MBS under different economic scenarios. Our goal was to dynamically model default and prepayment risks, discount cash flows using a yield curve, and determine fair market prices for the different tranches.
February 9, 2025
In the ever-evolving landscape of quantitative trading, pairs trading stands out as a compelling strategy that combines statistical rigor with market intuition. At its core, pairs trading is a market-neutral strategy that capitalizes on relative price movements between related securities, making it particularly attractive in volatile markets.
Statistical arbitrage, the foundation of pairs trading, operates on the principle that certain securities maintain a mathematical relationship over time. When this relationship temporarily deviates from its historical norm, it creates opportunities for profit. Unlike traditional directional trading, pairs trading can generate returns regardless of broader market conditions, making it a valuable addition to any quantitative portfolio.
February 9, 2025
Recently, I undertook a major refactor of my website to improve its structure, maintainability, and aesthetics. This update focuses on better-organized styles, enhanced animations, and a more polished homepage. Here’s a breakdown of what changed:
data/projects.yaml to dynamically populate the projects list.layouts/default/index.html to include the projects intro, projects list, and contact me sections.layouts/partials/homepage/contact-me.html and linked it to its SCSS file for styling.projects.yaml are displayed in layouts/partials/homepage/minimal-projects.html.layouts/partials/homepage/projects-intro.html and linked it to its corresponding styles.layout/posts/list.html now has a more structured layout with proper sections and divs.main.scss to ensure all new and refactored styles are properly imported and structured.This refactor not only cleans up the structure but also makes future updates easier. More improvements are on the way, but for now, the site is looking and feeling much better! 🚀
February 3, 2025
Disclaimer: <10% AI written, >90% AI proofread (uno con el otro jajaja), I jolted down some the main notes of this blog. I didn’t allow me some time to re-estructure said notes in a human™ matter. This one is also in spanish btw.
En este post, comparto los cambios recientes que he realizado en la estructura y estilos de mi blog. El objetivo fue mejorar la organización del código, separar responsabilidades y preparar el terreno para futuras actualizaciones.
February 2, 2025
Disclaimer: 99.9% AI written. I really didn’t want to write the documentation for this one. Fyi this one is also in spanish. ALSOO, this is heavily inspired by Hardware Chuck’s go at it, pls check out his yt video on the topic I started a blog…..in 2024 (why you should too)
Si utilizas Obsidian para escribir tus notas y Hugo para tu sitio web, puede ser tedioso copiar manualmente cada nueva publicación e imagen. Para solucionar esto, he creado un flujo de trabajo automatizado usando PowerShell y Python que copia tus archivos y ajusta los enlaces de imágenes para que sean compatibles con Hugo. 💡
February 1, 2025
Based on StefanoCecere’s .md
let’s test this theme!
Here are some samples for Markdown formatting like strong and italics and chapters.
Text under Heading 2
Text under Heading 3
Text under Heading 4
Text under Heading 5
Emphasis, aka italics, with asterisks or underscores.
Strong emphasis, aka bold, with asterisks or underscores.
Combined emphasis with asterisks and underscores.
Strikethrough uses two tildes. Scratch this.
February 1, 2025
I’m building my minium-viable-product personal website A.K.A v.1.0.1 using Hugo from scratch, a fast and flexible static site generator. This project is mainly inspired by the these websites:
What resonated with me from these websites is that they are all direct and distraction-free, emphasizing on the content which is big plus!
In the future (v2.0.1), I plan to incorporate elements of Swiss Design for a clean, modern aesthetic. And design a more seamless Obsidian to Hugo integration as per NetworkChuck YT Video.