Tag
#javascript
3 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.
- 03
Unbake: recovering spreadsheet formulas from plain values
What happens when a system exports numbers with the formulas stripped out, and how RANSAC, snapping and a blame solver can work backwards to the formulas and the typos.