AVAILABLE FOR COLLABORATION
Building AI-powered risk systems and LLM applications for global energy markets. Shipping a new product every week.
WHAT I BUILD
LATEST POSTS
View all→•6 min read
Black-76 Monte Carlo in Python: Pricing Commodity Options the Right Way
Why Black-Scholes is wrong for commodity futures options, and how to build a Monte Carlo pricer using the Black-76 model in Python. Full code walkthrough with Greeks, Asian payoffs, and live WTI data.
#Python#Quant Finance#Monte Carlo
•6 min read
AI Isn't Democratizing Development. It's Doing the Opposite
AI coding tools are creating two classes of developers. Elite devs with domain expertise are becoming superhuman. Everyone else is generating slop faster.
#AI#Software Engineering#Developer Productivity