Tag
#finance
2 entries
- 01
Welford's algorithm: mean and variance in one pass
How to keep a running mean and variance without storing history, why the textbook shortcut fails, and how I use it to flag unusual option flow.
- 02
ChainDeck: turning an option chain into signals
How a raw NSE option chain becomes Max Pain, gamma exposure, volatility panels and a market regime, and why prefix sums, Welford's algorithm and a boring storage layer do the heavy lifting.