Monte Carlo – TildAlice

Numba JIT Cuts Monte Carlo Options Pricing Time by 50x

2026년 05월 14일

Add @jit to Monte Carlo options pricing and cut runtime from 47s to 0.9s. Real benchmarks, variance reduction tricks, and when Numba breaks.

2026년 02월 25일

Monte Carlo VaR fails in extreme markets. Compare Gaussian, t-distribution, and GARCH models to capture fat tails and improve risk estimates.

2026년 01월 11일

Get actionable A/B test results with 50 conversions, not 5,000. Beta-Binomial conjugacy gives you posteriors and expected loss in minutes.