41554 blogs · [ { "id": "01a0e2f8-b9ae-71ef-838f-382f44758121", "title": null, "url": "http://gregorygundersen.com/tags/bayes/", "published_at": "2026-09-20T17:53:35+00:00" }, { "id": "01a0e2f8-b9ae-71ef-838f-382f45424ab0", "title": null, "url": "http://gregorygundersen.com/tags/econ/", "published_at": "2026-09-20T17:53:35+00:00" }, { "id": "01a0e2f8-b9ae-71ef-838f-382f461b48c2", "title": null, "url": "http://gregorygundersen.com/tags/la/", "published_at": "2026-09-20T17:53:35+00:00" }, { "id": "01a0e2f8-b9ae-71ef-838f-382f4684200e", "title": null, "url": "http://gregorygundersen.com/tags/lm/", "published_at": "2026-09-20T17:53:35+00:00" }, { "id": "01a0e2f8-b9ae-71ef-838f-382f46bbca65", "title": null, "url": "http://gregorygundersen.com/tags/ml/", "published_at": "2026-09-20T17:53:35+00:00" }, { "id": "01a0e2f8-b9ae-71ef-838f-382f46e12e58", "title": null, "url": "http://gregorygundersen.com/tags/nn/", "published_at": "2026-09-20T17:53:35+00:00" }, { "id": "01a0e2f8-b9ae-71ef-838f-382f477e44ba", "title": null, "url": "http://gregorygundersen.com/tags/process/", "published_at": "2026-09-20T17:53:35+00:00" }, { "id": "01a0e2f8-b9ae-71ef-838f-382f47a7fcaa", "title": null, "url": "http://gregorygundersen.com/tags/sm/", "published_at": "2026-09-20T17:53:35+00:00" }, { "id": "01a0e2f8-b9ae-71ef-838f-382f48a01072", "title": null, "url": "http://gregorygundersen.com/tags/stats/", "published_at": "2026-09-20T17:53:35+00:00" }, { "id": "01a0e2f8-b9ae-71ef-838f-382f48d15fb6", "title": null, "url": "http://gregorygundersen.com/tags/uncat/", "published_at": "2026-09-20T17:53:35+00:00" }, { "id": "01a0c510-37da-73d9-8591-7473072442cd", "title": "The Hierarchy of Money", "url": "http://gregorygundersen.com/blog/2026/09/20/hierarchy-of-money/", "published_at": "2026-09-19T23:00:00+00:00" }, { "id": "01a0877f-15d5-733b-971b-107c281c7a32", "title": "What Is the Inverse Covariance Matrix?", "url": "http://gregorygundersen.com/blog/2026/07/26/inverse-covariance-matrix/", "published_at": "2026-07-25T23:00:00+00:00" }, { "id": "01a0877f-15d5-733b-971b-107c28bcf580", "title": "Brownian Motion", "url": "http://gregorygundersen.com/blog/2026/04/22/brownian-motion/", "published_at": "2026-04-21T23:00:00+00:00" }, { "id": "01a0877f-15d5-733b-971b-107c29331cdb", "title": "A History of Large Language Models", "url": "http://gregorygundersen.com/blog/2025/10/01/large-language-models/", "published_at": "2025-09-30T23:00:00+00:00" }, { "id": "01a0e2f8-b9ae-71ef-838f-382f40e58e6c", "title": null, "url": "http://gregorygundersen.com/blog/2025/03/08/de-moivre-laplace/", "published_at": "2025-03-08T00:00:00+00:00" }, { "id": "01a0e2f8-b9ae-71ef-838f-382f40011629", "title": null, "url": "http://gregorygundersen.com/blog/2025/03/06/stirlings-approximation/", "published_at": "2025-03-06T00:00:00+00:00" }, { "id": "01a0e2f8-b9ae-71ef-838f-382f3f987413", "title": null, "url": "http://gregorygundersen.com/blog/2025/01/30/first-ten-years/", "published_at": "2025-01-30T00:00:00+00:00" }, { "id": "01a0e2f8-b9ae-71ef-838f-382f3efd8c01", "title": null, "url": "http://gregorygundersen.com/blog/2024/12/21/engineering-memory/", "published_at": "2024-12-21T00:00:00+00:00" }, { "id": "01a0e2f8-b9ae-71ef-838f-382f3ea37316", "title": null, "url": "http://gregorygundersen.com/blog/2024/09/28/black-scholes/", "published_at": "2024-09-27T23:00:00+00:00" }, { "id": "01a0e2f8-b9ae-71ef-838f-382f3dfd7f46", "title": null, "url": "http://gregorygundersen.com/blog/2024/08/18/truncated-log-normal/", "published_at": "2024-08-17T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f83707012", "title": null, "url": "http://gregorygundersen.com/blog/2024/04/24/prime-factors-of-999999/", "published_at": "2024-04-23T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f83501322", "title": null, "url": "http://gregorygundersen.com/blog/2024/04/13/simulating-gbm/", "published_at": "2024-04-12T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f831bc75d", "title": null, "url": "http://gregorygundersen.com/blog/2024/01/04/bienaymes-identity/", "published_at": "2024-01-04T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f82c173d8", "title": null, "url": "http://gregorygundersen.com/blog/2023/12/17/lognormal/", "published_at": "2023-12-17T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f825b967f", "title": null, "url": "http://gregorygundersen.com/blog/2023/12/09/covariance-matrices/", "published_at": "2023-12-09T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f81d34004", "title": null, "url": "http://gregorygundersen.com/blog/2023/10/29/correlation-hedging/", "published_at": "2023-10-28T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f81af2016", "title": null, "url": "http://gregorygundersen.com/blog/2023/10/08/greeks/", "published_at": "2023-10-07T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f8166e8fa", "title": null, "url": "http://gregorygundersen.com/blog/2023/09/10/deriving-vix/", "published_at": "2023-09-09T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f80e2a931", "title": null, "url": "http://gregorygundersen.com/blog/2023/08/19/atm-approximation/", "published_at": "2023-08-18T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f80917445", "title": null, "url": "http://gregorygundersen.com/blog/2023/06/03/binomial-options-pricing-model/", "published_at": "2023-06-02T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f80bb54ec", "title": null, "url": "http://gregorygundersen.com/blog/2023/06/03/hsia-proof-black-scholes/", "published_at": "2023-06-02T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f7faf69b2", "title": null, "url": "http://gregorygundersen.com/blog/2023/05/13/fortunai/", "published_at": "2023-05-12T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f7f96af3e", "title": null, "url": "http://gregorygundersen.com/blog/2023/02/11/dimensional-analysis/", "published_at": "2023-02-11T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f7f576c34", "title": null, "url": "http://gregorygundersen.com/blog/2023/02/01/estimating-square-roots/", "published_at": "2023-02-01T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f7eaa54c9", "title": null, "url": "http://gregorygundersen.com/blog/2023/01/26/carr-madan/", "published_at": "2023-01-26T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f7e284f80", "title": null, "url": "http://gregorygundersen.com/blog/2022/12/07/one-period-binomial-model/", "published_at": "2022-12-07T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f7df27351", "title": null, "url": "http://gregorygundersen.com/blog/2022/09/17/pca/", "published_at": "2022-09-16T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f7db7dcb8", "title": null, "url": "http://gregorygundersen.com/blog/2022/08/28/matrices-as-functions-and-data/", "published_at": "2022-08-27T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f7d2f7f3c", "title": null, "url": "http://gregorygundersen.com/blog/2022/08/13/hmm-scaling-factors/", "published_at": "2022-08-12T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f7c914dea", "title": null, "url": "http://gregorygundersen.com/blog/2022/08/09/weighted-ols/", "published_at": "2022-08-08T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f7bd23789", "title": null, "url": "http://gregorygundersen.com/blog/2022/06/29/sharpe-ratio/", "published_at": "2022-06-28T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f7aeb7cc7", "title": null, "url": "http://gregorygundersen.com/blog/2022/06/18/how-dangerous-is-biking-in-nyc/", "published_at": "2022-06-17T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f7a2ad2ff", "title": null, "url": "http://gregorygundersen.com/blog/2022/06/04/moving-averages/", "published_at": "2022-06-03T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f795714ff", "title": null, "url": "http://gregorygundersen.com/blog/2022/05/24/square-root-of-time-rule/", "published_at": "2022-05-23T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f78e35ea8", "title": null, "url": "http://gregorygundersen.com/blog/2022/05/17/exponential-decay/", "published_at": "2022-05-16T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f7821e27e", "title": null, "url": "http://gregorygundersen.com/blog/2022/04/12/factor-models/", "published_at": "2022-04-11T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f777153bb", "title": null, "url": "http://gregorygundersen.com/blog/2022/03/27/research-and-adventure/", "published_at": "2022-03-27T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f772b1f5a", "title": null, "url": "http://gregorygundersen.com/blog/2022/03/20/conjugate-gradient-descent/", "published_at": "2022-03-20T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f770048c4", "title": null, "url": "http://gregorygundersen.com/blog/2022/03/06/capm/", "published_at": "2022-03-06T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f76e57848", "title": null, "url": "http://gregorygundersen.com/blog/2022/03/03/generalized-least-squares/", "published_at": "2022-03-03T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f76261e80", "title": null, "url": "http://gregorygundersen.com/blog/2022/02/27/positive-definite/", "published_at": "2022-02-27T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f75684f50", "title": null, "url": "http://gregorygundersen.com/blog/2022/02/08/gauss-markov-theorem/", "published_at": "2022-02-08T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f74828454", "title": null, "url": "http://gregorygundersen.com/blog/2022/02/06/log-returns/", "published_at": "2022-02-06T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f74048ce8", "title": null, "url": "http://gregorygundersen.com/blog/2022/01/31/breusch-pagan/", "published_at": "2022-01-31T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f73874b49", "title": null, "url": "http://gregorygundersen.com/blog/2022/01/30/ols-heteroscedasticity/", "published_at": "2022-01-30T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f72e93131", "title": null, "url": "http://gregorygundersen.com/blog/2022/01/29/ols-consistency/", "published_at": "2022-01-29T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f72d54e26", "title": null, "url": "http://gregorygundersen.com/blog/2022/01/16/linear-combination-as-line/", "published_at": "2022-01-16T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f724a25df", "title": null, "url": "http://gregorygundersen.com/blog/2022/01/09/geometry-efficient-frontier/", "published_at": "2022-01-09T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f71eef755", "title": null, "url": "http://gregorygundersen.com/blog/2022/01/06/autoregressive-model/", "published_at": "2022-01-06T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f71978389", "title": null, "url": "http://gregorygundersen.com/blog/2021/09/19/blockchain/", "published_at": "2021-09-18T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f70b4b023", "title": null, "url": "http://gregorygundersen.com/blog/2021/09/09/ols-hypothesis-testing/", "published_at": "2021-09-08T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f702f4f87", "title": null, "url": "http://gregorygundersen.com/blog/2021/09/02/geometric-series/", "published_at": "2021-09-01T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f6f9e2732", "title": null, "url": "http://gregorygundersen.com/blog/2021/09/01/ols-rss-correlation/", "published_at": "2021-08-31T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f6ea51618", "title": null, "url": "http://gregorygundersen.com/blog/2021/08/27/drawdown/", "published_at": "2021-08-26T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f6e18464a", "title": null, "url": "http://gregorygundersen.com/blog/2021/08/26/ols-estimator-sampling-distribution/", "published_at": "2021-08-25T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f6de4ca23", "title": null, "url": "http://gregorygundersen.com/blog/2021/08/25/ols-correlation/", "published_at": "2021-08-24T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f6d0e5058", "title": null, "url": "http://gregorygundersen.com/blog/2021/08/09/coefficient-of-determination/", "published_at": "2021-08-08T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f6c9d08d4", "title": null, "url": "http://gregorygundersen.com/blog/2021/07/12/multicollinearity/", "published_at": "2021-07-11T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f6bb44c5b", "title": null, "url": "http://gregorygundersen.com/blog/2021/05/04/portfolio-theory/", "published_at": "2021-05-03T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f6b6e7095", "title": null, "url": "http://gregorygundersen.com/blog/2021/04/24/linear-independence/", "published_at": "2021-04-23T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f6aff4f05", "title": null, "url": "http://gregorygundersen.com/blog/2021/04/16/variational-inference/", "published_at": "2021-04-15T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f6a9415cc", "title": null, "url": "http://gregorygundersen.com/blog/2021/02/16/standard-error/", "published_at": "2021-02-16T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f6a83a3bd", "title": null, "url": "http://gregorygundersen.com/blog/2020/12/29/multivariate-skew-normal/", "published_at": "2020-12-29T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f6a2bd762", "title": null, "url": "http://gregorygundersen.com/blog/2020/12/24/dirichlet-multinomial/", "published_at": "2020-12-24T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f6986497a", "title": null, "url": "http://gregorygundersen.com/blog/2020/12/12/group-multivariate-normal-pdf/", "published_at": "2020-12-12T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f6888ead5", "title": null, "url": "http://gregorygundersen.com/blog/2020/12/09/matrix-inversion/", "published_at": "2020-12-09T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f687a3854", "title": null, "url": "http://gregorygundersen.com/blog/2020/11/28/hmms/", "published_at": "2020-11-28T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f67f271c8", "title": null, "url": "http://gregorygundersen.com/blog/2020/11/19/unscented-transform/", "published_at": "2020-11-19T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f67293a33", "title": null, "url": "http://gregorygundersen.com/blog/2020/11/18/bayesian-mvn/", "published_at": "2020-11-18T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f66dee0d3", "title": null, "url": "http://gregorygundersen.com/blog/2020/11/11/demo-symmetry-mutual-information/", "published_at": "2020-11-11T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f668c43fb", "title": null, "url": "http://gregorygundersen.com/blog/2020/11/10/proof-symmetry-mutual-information/", "published_at": "2020-11-10T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f65d87aa9", "title": null, "url": "http://gregorygundersen.com/blog/2020/10/28/predictive-entropy-search/", "published_at": "2020-10-28T00:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f65c5d192", "title": null, "url": "http://gregorygundersen.com/blog/2020/10/25/em-gaussian-factor-models/", "published_at": "2020-10-24T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f64ca8f10", "title": null, "url": "http://gregorygundersen.com/blog/2020/10/20/implementing-bocd/", "published_at": "2020-10-19T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f63f093f5", "title": null, "url": "http://gregorygundersen.com/blog/2020/09/01/gaussian-entropy/", "published_at": "2020-08-31T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f637b84a9", "title": null, "url": "http://gregorygundersen.com/blog/2020/08/19/bernoulli-beta/", "published_at": "2020-08-18T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f6356bf61", "title": null, "url": "http://gregorygundersen.com/blog/2020/08/05/antifragile-ideas/", "published_at": "2020-08-04T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f62f39e8b", "title": null, "url": "http://gregorygundersen.com/blog/2020/07/24/gpdm/", "published_at": "2020-07-23T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f627cbcb3", "title": null, "url": "http://gregorygundersen.com/blog/2020/07/17/matmul/", "published_at": "2020-07-16T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f619e4562", "title": null, "url": "http://gregorygundersen.com/blog/2020/07/14/pca-to-gplvm/", "published_at": "2020-07-13T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f61772776", "title": null, "url": "http://gregorygundersen.com/blog/2020/07/05/hmc/", "published_at": "2020-07-04T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f609bce8c", "title": null, "url": "http://gregorygundersen.com/blog/2020/07/03/multinomial-gp/", "published_at": "2020-07-02T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f5ff0e008", "title": null, "url": "http://gregorygundersen.com/blog/2020/07/02/sum-quadratics/", "published_at": "2020-07-01T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f5f292254", "title": null, "url": "http://gregorygundersen.com/blog/2020/07/01/multinomial-binomial/", "published_at": "2020-06-30T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f5f2918e7", "title": null, "url": "http://gregorygundersen.com/blog/2020/06/21/blog-theme/", "published_at": "2020-06-20T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f5f014e84", "title": null, "url": "http://gregorygundersen.com/blog/2020/06/14/lagrangian-hamiltonian/", "published_at": "2020-06-13T23:00:00+00:00" }, { "id": "01a0e27c-76be-7179-b779-4a7c48b947fb", "title": "Why I Keep a Research Blog", "url": "http://gregorygundersen.com/blog/2020/01/12/why-research-blog/", "published_at": "2020-06-04T11:05:19+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f5eb2dce2", "title": null, "url": "http://gregorygundersen.com/blog/2020/05/10/euler-lagrange/", "published_at": "2020-05-09T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f5e16a82c", "title": null, "url": "http://gregorygundersen.com/blog/2020/04/11/moments/", "published_at": "2020-04-10T23:00:00+00:00" }, { "id": "01a0e2f8-b9ac-7320-bf52-de6f5d43c180", "title": null, "url": "http://gregorygundersen.com/blog/2020/02/23/gibbs-sampling/", "published_at": "2020-02-23T00:00:00+00:00" } ] posts Claim your blog

Back to gregorygundersen.com

Blog · corpus.blog/blogs/gregorygundersen.com/posts

gregorygundersen.com

gregorygundersen.com

2026

http://gregorygundersen.com/tags/bayes/original ↗

20 Sept 2026

http://gregorygundersen.com/tags/econ/original ↗

20 Sept 2026

http://gregorygundersen.com/tags/la/original ↗

20 Sept 2026

http://gregorygundersen.com/tags/lm/original ↗

20 Sept 2026

http://gregorygundersen.com/tags/ml/original ↗

20 Sept 2026

http://gregorygundersen.com/tags/nn/original ↗

20 Sept 2026

http://gregorygundersen.com/tags/process/original ↗

20 Sept 2026

http://gregorygundersen.com/tags/sm/original ↗

20 Sept 2026

http://gregorygundersen.com/tags/stats/original ↗

20 Sept 2026

http://gregorygundersen.com/tags/uncat/original ↗

20 Sept 2026

The Hierarchy of Money original ↗

19 Sept 2026

What Is the Inverse Covariance Matrix?original ↗

25 Jul 2026

Brownian Motion original ↗

21 Apr 2026

2025

A History of Large Language Models original ↗

30 Sept 2025

http://gregorygundersen.com/blog/2025/03/08/de-moivre-laplace/original ↗

8 Mar 2025

http://gregorygundersen.com/blog/2025/03/06/stirlings-approximation/original ↗

6 Mar 2025

http://gregorygundersen.com/blog/2025/01/30/first-ten-years/original ↗

30 Jan 2025

2024

http://gregorygundersen.com/blog/2024/12/21/engineering-memory/original ↗

21 Dec 2024

http://gregorygundersen.com/blog/2024/09/28/black-scholes/original ↗

27 Sept 2024

http://gregorygundersen.com/blog/2024/08/18/truncated-log-normal/original ↗

17 Aug 2024

http://gregorygundersen.com/blog/2024/04/24/prime-factors-of-999999/original ↗

23 Apr 2024

http://gregorygundersen.com/blog/2024/04/13/simulating-gbm/original ↗

12 Apr 2024

http://gregorygundersen.com/blog/2024/01/04/bienaymes-identity/original ↗

4 Jan 2024

2023

http://gregorygundersen.com/blog/2023/12/17/lognormal/original ↗

17 Dec 2023

http://gregorygundersen.com/blog/2023/12/09/covariance-matrices/original ↗

9 Dec 2023

http://gregorygundersen.com/blog/2023/10/29/correlation-hedging/original ↗

28 Oct 2023

http://gregorygundersen.com/blog/2023/10/08/greeks/original ↗

7 Oct 2023

http://gregorygundersen.com/blog/2023/09/10/deriving-vix/original ↗

9 Sept 2023

http://gregorygundersen.com/blog/2023/08/19/atm-approximation/original ↗

18 Aug 2023

http://gregorygundersen.com/blog/2023/06/03/binomial-options-pricing-model/original ↗

2 Jun 2023

http://gregorygundersen.com/blog/2023/06/03/hsia-proof-black-scholes/original ↗

2 Jun 2023

http://gregorygundersen.com/blog/2023/05/13/fortunai/original ↗

12 May 2023

http://gregorygundersen.com/blog/2023/02/11/dimensional-analysis/original ↗

11 Feb 2023

http://gregorygundersen.com/blog/2023/02/01/estimating-square-roots/original ↗

1 Feb 2023

http://gregorygundersen.com/blog/2023/01/26/carr-madan/original ↗

26 Jan 2023

2022

http://gregorygundersen.com/blog/2022/12/07/one-period-binomial-model/original ↗

7 Dec 2022

http://gregorygundersen.com/blog/2022/09/17/pca/original ↗

16 Sept 2022

http://gregorygundersen.com/blog/2022/08/28/matrices-as-functions-and-data/original ↗

27 Aug 2022

http://gregorygundersen.com/blog/2022/08/13/hmm-scaling-factors/original ↗

12 Aug 2022

http://gregorygundersen.com/blog/2022/08/09/weighted-ols/original ↗

8 Aug 2022

http://gregorygundersen.com/blog/2022/06/29/sharpe-ratio/original ↗

28 Jun 2022

http://gregorygundersen.com/blog/2022/06/18/how-dangerous-is-biking-in-nyc/original ↗

17 Jun 2022

http://gregorygundersen.com/blog/2022/06/04/moving-averages/original ↗

3 Jun 2022

http://gregorygundersen.com/blog/2022/05/24/square-root-of-time-rule/original ↗

23 May 2022

http://gregorygundersen.com/blog/2022/05/17/exponential-decay/original ↗

16 May 2022

http://gregorygundersen.com/blog/2022/04/12/factor-models/original ↗

11 Apr 2022

http://gregorygundersen.com/blog/2022/03/27/research-and-adventure/original ↗

27 Mar 2022

http://gregorygundersen.com/blog/2022/03/20/conjugate-gradient-descent/original ↗

20 Mar 2022

http://gregorygundersen.com/blog/2022/03/06/capm/original ↗

6 Mar 2022

http://gregorygundersen.com/blog/2022/03/03/generalized-least-squares/original ↗

3 Mar 2022

http://gregorygundersen.com/blog/2022/02/27/positive-definite/original ↗

27 Feb 2022

http://gregorygundersen.com/blog/2022/02/08/gauss-markov-theorem/original ↗

8 Feb 2022

http://gregorygundersen.com/blog/2022/02/06/log-returns/original ↗

6 Feb 2022

http://gregorygundersen.com/blog/2022/01/31/breusch-pagan/original ↗

31 Jan 2022

http://gregorygundersen.com/blog/2022/01/30/ols-heteroscedasticity/original ↗

30 Jan 2022

http://gregorygundersen.com/blog/2022/01/29/ols-consistency/original ↗

29 Jan 2022

http://gregorygundersen.com/blog/2022/01/16/linear-combination-as-line/original ↗

16 Jan 2022

http://gregorygundersen.com/blog/2022/01/09/geometry-efficient-frontier/original ↗

9 Jan 2022

http://gregorygundersen.com/blog/2022/01/06/autoregressive-model/original ↗

6 Jan 2022

2021

http://gregorygundersen.com/blog/2021/09/19/blockchain/original ↗

18 Sept 2021

http://gregorygundersen.com/blog/2021/09/09/ols-hypothesis-testing/original ↗

8 Sept 2021

http://gregorygundersen.com/blog/2021/09/02/geometric-series/original ↗

1 Sept 2021

http://gregorygundersen.com/blog/2021/09/01/ols-rss-correlation/original ↗

31 Aug 2021

http://gregorygundersen.com/blog/2021/08/27/drawdown/original ↗

26 Aug 2021

http://gregorygundersen.com/blog/2021/08/26/ols-estimator-sampling-distribution/original ↗

25 Aug 2021

http://gregorygundersen.com/blog/2021/08/25/ols-correlation/original ↗

24 Aug 2021

http://gregorygundersen.com/blog/2021/08/09/coefficient-of-determination/original ↗

8 Aug 2021

http://gregorygundersen.com/blog/2021/07/12/multicollinearity/original ↗

11 Jul 2021

http://gregorygundersen.com/blog/2021/05/04/portfolio-theory/original ↗

3 May 2021

http://gregorygundersen.com/blog/2021/04/24/linear-independence/original ↗

23 Apr 2021

http://gregorygundersen.com/blog/2021/04/16/variational-inference/original ↗

15 Apr 2021

http://gregorygundersen.com/blog/2021/02/16/standard-error/original ↗

16 Feb 2021

2020

http://gregorygundersen.com/blog/2020/12/29/multivariate-skew-normal/original ↗

29 Dec 2020

http://gregorygundersen.com/blog/2020/12/24/dirichlet-multinomial/original ↗

24 Dec 2020

http://gregorygundersen.com/blog/2020/12/12/group-multivariate-normal-pdf/original ↗

12 Dec 2020

http://gregorygundersen.com/blog/2020/12/09/matrix-inversion/original ↗

9 Dec 2020

http://gregorygundersen.com/blog/2020/11/28/hmms/original ↗

28 Nov 2020

http://gregorygundersen.com/blog/2020/11/19/unscented-transform/original ↗

19 Nov 2020

http://gregorygundersen.com/blog/2020/11/18/bayesian-mvn/original ↗

18 Nov 2020

http://gregorygundersen.com/blog/2020/11/11/demo-symmetry-mutual-information/original ↗

11 Nov 2020

http://gregorygundersen.com/blog/2020/11/10/proof-symmetry-mutual-information/original ↗

10 Nov 2020

http://gregorygundersen.com/blog/2020/10/28/predictive-entropy-search/original ↗

28 Oct 2020

http://gregorygundersen.com/blog/2020/10/25/em-gaussian-factor-models/original ↗

24 Oct 2020

http://gregorygundersen.com/blog/2020/10/20/implementing-bocd/original ↗

19 Oct 2020

http://gregorygundersen.com/blog/2020/09/01/gaussian-entropy/original ↗

31 Aug 2020

http://gregorygundersen.com/blog/2020/08/19/bernoulli-beta/original ↗

18 Aug 2020

http://gregorygundersen.com/blog/2020/08/05/antifragile-ideas/original ↗

4 Aug 2020

http://gregorygundersen.com/blog/2020/07/24/gpdm/original ↗

23 Jul 2020

http://gregorygundersen.com/blog/2020/07/17/matmul/original ↗

16 Jul 2020

http://gregorygundersen.com/blog/2020/07/14/pca-to-gplvm/original ↗

13 Jul 2020

http://gregorygundersen.com/blog/2020/07/05/hmc/original ↗

4 Jul 2020

http://gregorygundersen.com/blog/2020/07/03/multinomial-gp/original ↗

2 Jul 2020

http://gregorygundersen.com/blog/2020/07/02/sum-quadratics/original ↗

1 Jul 2020

http://gregorygundersen.com/blog/2020/07/01/multinomial-binomial/original ↗

30 Jun 2020

http://gregorygundersen.com/blog/2020/06/21/blog-theme/original ↗

20 Jun 2020

http://gregorygundersen.com/blog/2020/06/14/lagrangian-hamiltonian/original ↗

13 Jun 2020

Why I Keep a Research Blog original ↗

4 Jun 2020

http://gregorygundersen.com/blog/2020/05/10/euler-lagrange/original ↗

9 May 2020

http://gregorygundersen.com/blog/2020/04/11/moments/original ↗

10 Apr 2020

http://gregorygundersen.com/blog/2020/02/23/gibbs-sampling/original ↗

23 Feb 2020