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EP 01·Classical Quantitative Finance

Why Correlation Matters More Than Returns

Adding a losing asset to your portfolio can make you more money. This is not intuition — it is mathematics. We derive the portfolio variance formula, build a correlation matrix from scratch in Python, and show why diversification fails exactly when you need it most.

portfolio-theorycorrelationdiversification
Free20 January 2026
1 min read
EP 02·Classical Quantitative Finance

The Efficient Frontier: The Only Free Lunch in Finance

Harry Markowitz won the Nobel Prize for a graph that fits on one page. The Efficient Frontier proves there is exactly one set of portfolios where you get maximum return for every level of risk. Every other portfolio is mathematically inferior.

portfolio-theoryefficient-frontiermean-variance-optimization
Free27 January 2026
1 min read
EP 03·Classical Quantitative Finance

Sharpe Ratio vs Sortino Ratio: Which One Should You Actually Use?

The Sharpe Ratio is broken — it penalizes upside volatility equally to downside. We expose the fundamental flaw that can make a catastrophically risky strategy look safe, derive the Sortino fix, and build a complete performance attribution framework.

performance-metricssharpe-ratiosortino-ratio
Free3 February 2026
1 min read
EP 04·Classical Quantitative Finance

Value at Risk: How Much Can You Lose on a Bad Day?

Every major bank and hedge fund must answer one question: how much could we lose in a really bad day? Value at Risk (VaR) is the industry standard. We derive three calculation methods, expose VaR biggest limitation, and build a complete risk reporting system.

risk-managementvalue-at-riskvar
Free10 February 2026
1 min read
EP 05·Classical Quantitative Finance

Factor Models: Is Your Alpha Just Hidden Beta?

You backtest a strategy showing 15% returns with Sharpe 1.8. Then you run a factor regression: 95% of your alpha is exposure to known factors. We derive factor models from first principles and expose the humbling truth: most alpha is beta in disguise.

factor-modelsfama-frenchalpha
Free17 February 2026
1 min read
EP 01·DeFi Mechanics

How Uniswap Actually Works: The x·y=k Formula

Every stock exchange uses order books and human market makers. Uniswap replaced all of that with one equation: x·y=k. This post derives the constant product formula, calculates price impact from first principles, and shows why V3 concentrated liquidity is a capital efficiency revolution.

defiuniswapamm
Free20 February 2026
1 min read

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