This blog’s primary purpose is to serve as a forum for me to learn in public. Keep in mind that I’m learning too and if you run into something that seems wrong, it is probably wrong!

I’m a former software engineer (Stripe, Netflix) who is attempting to re-develop a mathematical skill set that has atrophied over the past decade. Over the past few years I’ve become very interested in risk, fat tails and preasymptotics and intend to develop my skills in this area until I’m capable of perfoming novel research. Until then hopefully the content here can help others on the same learning path as me.

My objective is to maintain a weekly schedule posting new content on Fridays. This, like the rest of the site, is primarily to motivate me to continue to study and synthesize newly acquired knowledge.