Fri, 20 Jun 2025 22:54:30 +0000

Man some shit I do is so insane.

I am calculating some probability A and its supplement B. At first I don't do the calculation and think eh, they're unequal intuitively. Then I meet a derivatives trader who tells me "oh no, they are very much close, I calc it". Now this is a quant. I won't ignore such a statement. So I do a back of the envelope quickly and think surely it reduces to this and tell him "yeah you're right, it does come to approx the same value".