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keithalewis · Jan 26, 2025 · d695faf · d695faf
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diff --git a/docs/123.html b/docs/123.html
@@ -5,7 +5,7 @@
   <meta name="generator" content="pandoc" />
   <meta name="viewport" content="width=device-width, initial-scale=1.0, user-scalable=yes" />
   <meta name="author" content="Keith A. Lewis" />
-  <meta name="dcterms.date" content="2024-12-07" />
+  <meta name="dcterms.date" content="2025-01-26" />
   <title>1-2-3 Model</title>
   <style>
     code{white-space: pre-wrap;}
@@ -47,7 +47,7 @@
 <header id="title-block-header">
 <h1 class="title">1-2-3 Model</h1>
 <p class="author">Keith A. Lewis</p>
-<p class="date">December 7, 2024</p>
+<p class="date">January 26, 2025</p>
 <div class="abstract">
 <div class="abstract-title">Abstract</div>
 Not as easy as 1, 2, 3.

diff --git a/docs/a.html b/docs/a.html
@@ -4,7 +4,7 @@
   <meta charset="utf-8" />
   <meta name="generator" content="pandoc" />
   <meta name="viewport" content="width=device-width, initial-scale=1.0, user-scalable=yes" />
-  <meta name="dcterms.date" content="2024-12-07" />
+  <meta name="dcterms.date" content="2025-01-26" />
   <title>a</title>
   <style>
     code{white-space: pre-wrap;}
@@ -43,6 +43,14 @@
   href="https://cdn.jsdelivr.net/npm/[email protected]/dist/katex.min.css" />
 </head>
 <body>
+<nav id="TOC" role="doc-toc">
+<ul>
+<li><a href="#heding" id="toc-heding">Heding</a>
+<ul>
+<li><a href="#sub-heading" id="toc-sub-heading">Sub Heading</a></li>
+</ul></li>
+</ul>
+</nav>
 <section id="heding" class="level1">
 <h1>Heding</h1>
 <p>text</p>

diff --git a/docs/a_z.html b/docs/a_z.html
@@ -5,7 +5,7 @@
   <meta name="generator" content="pandoc" />
   <meta name="viewport" content="width=device-width, initial-scale=1.0, user-scalable=yes" />
   <meta name="author" content="Keith A. Lewis" />
-  <meta name="dcterms.date" content="2024-12-07" />
+  <meta name="dcterms.date" content="2025-01-26" />
   <title>Getting from A to Z</title>
   <style>
     code{white-space: pre-wrap;}
@@ -47,12 +47,18 @@
 <header id="title-block-header">
 <h1 class="title">Getting from A to Z</h1>
 <p class="author">Keith A. Lewis</p>
-<p class="date">December 7, 2024</p>
+<p class="date">January 26, 2025</p>
 <div class="abstract">
 <div class="abstract-title">Abstract</div>
 How to structure a mathematical argument.
 </div>
 </header>
+<nav id="TOC" role="doc-toc">
+<ul>
+<li><a href="#derivation" id="toc-derivation">Derivation</a></li>
+<li><a href="#proof" id="toc-proof">Proof</a></li>
+</ul>
+</nav>
 <section id="derivation" class="level2">
 <h2>Derivation</h2>
 <p>To derive <span class="math inline">A = Z</span> write down <span

diff --git a/docs/af.html b/docs/af.html
@@ -5,7 +5,7 @@
   <meta name="generator" content="pandoc" />
   <meta name="viewport" content="width=device-width, initial-scale=1.0, user-scalable=yes" />
   <meta name="author" content="Keith A. Lewis" />
-  <meta name="dcterms.date" content="2024-12-07" />
+  <meta name="dcterms.date" content="2025-01-26" />
   <title>Atomic Finance</title>
   <style>
     code{white-space: pre-wrap;}
@@ -47,8 +47,26 @@
 <header id="title-block-header">
 <h1 class="title">Atomic Finance</h1>
 <p class="author">Keith A. Lewis</p>
-<p class="date">December 7, 2024</p>
+<p class="date">January 26, 2025</p>
 </header>
+<nav id="TOC" role="doc-toc">
+<ul>
+<li><a href="#holding" id="toc-holding">Holding</a></li>
+<li><a href="#exchange" id="toc-exchange">Exchange</a></li>
+<li><a href="#portfolio" id="toc-portfolio">Portfolio</a></li>
+<li><a href="#value" id="toc-value">Value</a></li>
+<li><a href="#remarks" id="toc-remarks">Remarks</a></li>
+<li><a href="#implementation" id="toc-implementation">Implementation</a>
+<ul>
+<li><a href="#id" id="toc-id"><code>Id</code></a></li>
+<li><a href="#amount" id="toc-amount"><code>Amount</code></a></li>
+<li><a href="#instrument"
+id="toc-instrument"><code>Instrument</code></a></li>
+<li><a href="#entity" id="toc-entity">Entity</a></li>
+</ul></li>
+<li><a href="#remarks-1" id="toc-remarks-1">Remarks</a></li>
+</ul>
+</nav>
 <p>There is an inevitable trajectory in the financial world toward more
 data, faster calculations, and increasing complexity.</p>
 <p>The atoms of finance are holdings: an amount, instrument, and the

diff --git a/docs/ao.html b/docs/ao.html
@@ -5,7 +5,7 @@
   <meta name="generator" content="pandoc" />
   <meta name="viewport" content="width=device-width, initial-scale=1.0, user-scalable=yes" />
   <meta name="author" content="Keith A. Lewis" />
-  <meta name="dcterms.date" content="2024-12-07" />
+  <meta name="dcterms.date" content="2025-01-26" />
   <title>American Options</title>
   <style>
     code{white-space: pre-wrap;}
@@ -47,12 +47,17 @@
 <header id="title-block-header">
 <h1 class="title">American Options</h1>
 <p class="author">Keith A. Lewis</p>
-<p class="date">December 7, 2024</p>
+<p class="date">January 26, 2025</p>
 <div class="abstract">
 <div class="abstract-title">Abstract</div>
 American option pricing
 </div>
 </header>
+<nav id="TOC" role="doc-toc">
+<ul>
+<li><a href="#bermudan" id="toc-bermudan">Bermudan</a></li>
+</ul>
+</nav>
 <p>An American put option with strike <span class="math inline">K</span>
 and expiration <span class="math inline">T</span> on an underlying
 having price <span class="math inline">S_t</span> at time <span

diff --git a/docs/apl.html b/docs/apl.html
@@ -5,7 +5,7 @@
   <meta name="generator" content="pandoc" />
   <meta name="viewport" content="width=device-width, initial-scale=1.0, user-scalable=yes" />
   <meta name="author" content="Keith A. Lewis" />
-  <meta name="dcterms.date" content="2024-12-07" />
+  <meta name="dcterms.date" content="2025-01-26" />
   <title>APL</title>
   <style>
     code{white-space: pre-wrap;}
@@ -47,12 +47,40 @@
 <header id="title-block-header">
 <h1 class="title">APL</h1>
 <p class="author">Keith A. Lewis</p>
-<p class="date">December 7, 2024</p>
+<p class="date">January 26, 2025</p>
 <div class="abstract">
 <div class="abstract-title">Abstract</div>
 A Programming Language
 </div>
 </header>
+<nav id="TOC" role="doc-toc">
+<ul>
+<li><a href="#categories" id="toc-categories">Categories</a>
+<ul>
+<li><a href="#sum" id="toc-sum">Sum</a></li>
+<li><a href="#product" id="toc-product">Product</a></li>
+<li><a href="#exponential" id="toc-exponential">Exponential</a></li>
+</ul></li>
+<li><a href="#set" id="toc-set">Set</a>
+<ul>
+<li><a href="#vec" id="toc-vec">Vec</a></li>
+</ul></li>
+<li><a href="#tensor" id="toc-tensor">Tensor</a></li>
+<li><a href="#computer" id="toc-computer">Computer</a>
+<ul>
+<li><a href="#reshape" id="toc-reshape">Reshape</a></li>
+<li><a href="#fork" id="toc-fork">Fork</a></li>
+<li><a href="#each" id="toc-each">Each</a></li>
+<li><a href="#index" id="toc-index">Index</a></li>
+</ul></li>
+<li><a href="#example" id="toc-example">Example</a>
+<ul>
+<li><a href="#reduce" id="toc-reduce">Reduce</a></li>
+<li><a href="#dimension" id="toc-dimension">Dimension</a></li>
+</ul></li>
+<li><a href="#remarks" id="toc-remarks">Remarks</a></li>
+</ul>
+</nav>
 <blockquote>
 <p><em>APL is a mistake carried through to perfection</em> — Edsgar W.
 Dijkstra</p>

diff --git a/docs/bach.html b/docs/bach.html
@@ -5,7 +5,7 @@
   <meta name="generator" content="pandoc" />
   <meta name="viewport" content="width=device-width, initial-scale=1.0, user-scalable=yes" />
   <meta name="author" content="Keith A. Lewis" />
-  <meta name="dcterms.date" content="2024-12-07" />
+  <meta name="dcterms.date" content="2025-01-26" />
   <title>Bachelier Model</title>
   <style>
     code{white-space: pre-wrap;}
@@ -47,7 +47,7 @@
 <header id="title-block-header">
 <h1 class="title">Bachelier Model</h1>
 <p class="author">Keith A. Lewis</p>
-<p class="date">December 7, 2024</p>
+<p class="date">January 26, 2025</p>
 <div class="abstract">
 <div class="abstract-title">Abstract</div>
 Normal stock price

diff --git a/docs/basic.html b/docs/basic.html
@@ -5,7 +5,7 @@
   <meta name="generator" content="pandoc" />
   <meta name="viewport" content="width=device-width, initial-scale=1.0, user-scalable=yes" />
   <meta name="author" content="Keith A. Lewis" />
-  <meta name="dcterms.date" content="2024-12-07" />
+  <meta name="dcterms.date" content="2025-01-26" />
   <title>The Unified Model</title>
   <style>
     code{white-space: pre-wrap;}
@@ -47,7 +47,7 @@
 <header id="title-block-header">
 <h1 class="title">The Unified Model</h1>
 <p class="author">Keith A. Lewis</p>
-<p class="date">December 7, 2024</p>
+<p class="date">January 26, 2025</p>
 <div class="abstract">
 <div class="abstract-title">Abstract</div>
 Basic model.

diff --git a/docs/bayes.html b/docs/bayes.html
@@ -5,7 +5,7 @@
   <meta name="generator" content="pandoc" />
   <meta name="viewport" content="width=device-width, initial-scale=1.0, user-scalable=yes" />
   <meta name="author" content="Keith A. Lewis" />
-  <meta name="dcterms.date" content="2024-12-07" />
+  <meta name="dcterms.date" content="2025-01-26" />
   <title>Bayes Theorem</title>
   <style>
     code{white-space: pre-wrap;}
@@ -47,12 +47,27 @@
 <header id="title-block-header">
 <h1 class="title">Bayes Theorem</h1>
 <p class="author">Keith A. Lewis</p>
-<p class="date">December 7, 2024</p>
+<p class="date">January 26, 2025</p>
 <div class="abstract">
 <div class="abstract-title">Abstract</div>
 Conditional probability
 </div>
 </header>
+<nav id="TOC" role="doc-toc">
+<ul>
+<li><a href="#probability-space" id="toc-probability-space">Probability
+Space</a></li>
+<li><a href="#conditional-probability"
+id="toc-conditional-probability">Conditional Probability</a>
+<ul>
+<li><a href="#example" id="toc-example">Example</a></li>
+</ul></li>
+<li><a href="#says-who" id="toc-says-who">Says Who?</a></li>
+<li><a href="#unfiled" id="toc-unfiled">Unfiled</a></li>
+<li><a href="#bibiliography"
+id="toc-bibiliography">Bibiliography</a></li>
+</ul>
+</nav>
 <p><em>Frequentists</em> interpret probability as the number of times an
 outcome belongs to an event divided by the number of times it is
 sampled. This assumes it is possible to repeatedly sample identical

diff --git a/docs/bigo.html b/docs/bigo.html
@@ -5,7 +5,7 @@
   <meta name="generator" content="pandoc" />
   <meta name="viewport" content="width=device-width, initial-scale=1.0, user-scalable=yes" />
   <meta name="author" content="Keith A. Lewis" />
-  <meta name="dcterms.date" content="2024-12-07" />
+  <meta name="dcterms.date" content="2025-01-26" />
   <title>Big O notation</title>
   <style>
     code{white-space: pre-wrap;}
@@ -47,7 +47,7 @@
 <header id="title-block-header">
 <h1 class="title">Big O notation</h1>
 <p class="author">Keith A. Lewis</p>
-<p class="date">December 7, 2024</p>
+<p class="date">January 26, 2025</p>
 <div class="abstract">
 <div class="abstract-title">Abstract</div>
 Back of the envelope calculations.

diff --git a/docs/bio.html b/docs/bio.html
@@ -4,7 +4,7 @@
   <meta charset="utf-8" />
   <meta name="generator" content="pandoc" />
   <meta name="viewport" content="width=device-width, initial-scale=1.0, user-scalable=yes" />
-  <meta name="dcterms.date" content="2024-12-07" />
+  <meta name="dcterms.date" content="2025-01-26" />
   <title>bio</title>
   <style>
     code{white-space: pre-wrap;}

diff --git a/docs/blurb.html b/docs/blurb.html
@@ -4,7 +4,7 @@
   <meta charset="utf-8" />
   <meta name="generator" content="pandoc" />
   <meta name="viewport" content="width=device-width, initial-scale=1.0, user-scalable=yes" />
-  <meta name="dcterms.date" content="2024-12-07" />
+  <meta name="dcterms.date" content="2025-01-26" />
   <title>blurb</title>
   <style>
     code{white-space: pre-wrap;}

diff --git a/docs/bm.html b/docs/bm.html
@@ -5,7 +5,7 @@
   <meta name="generator" content="pandoc" />
   <meta name="viewport" content="width=device-width, initial-scale=1.0, user-scalable=yes" />
   <meta name="author" content="Keith A. Lewis" />
-  <meta name="dcterms.date" content="2024-12-07" />
+  <meta name="dcterms.date" content="2025-01-26" />
   <title>Brownian Motion</title>
   <style>
     code{white-space: pre-wrap;}
@@ -47,12 +47,19 @@
 <header id="title-block-header">
 <h1 class="title">Brownian Motion</h1>
 <p class="author">Keith A. Lewis</p>
-<p class="date">December 7, 2024</p>
+<p class="date">January 26, 2025</p>
 <div class="abstract">
 <div class="abstract-title">Abstract</div>
 Continuous time random walk
 </div>
 </header>
+<nav id="TOC" role="doc-toc">
+<ul>
+<li><a href="#reflection-principal"
+id="toc-reflection-principal">Reflection Principal</a></li>
+<li><a href="#girsanov" id="toc-girsanov">Girsanov</a></li>
+</ul>
+</nav>
 <p>Brownian motion is a <a href="sp.html">stochastic process</a> <span
 class="math inline">(B_t)_{t\ge0}</span> with increments that are
 <em>stationary</em>, <em>independent</em>, and <em>normal</em>. It is

diff --git a/docs/bonds.html b/docs/bonds.html
@@ -5,7 +5,7 @@
   <meta name="generator" content="pandoc" />
   <meta name="viewport" content="width=device-width, initial-scale=1.0, user-scalable=yes" />
   <meta name="author" content="Keith A. Lewis" />
-  <meta name="dcterms.date" content="2024-12-07" />
+  <meta name="dcterms.date" content="2025-01-26" />
   <title>Bonds</title>
   <style>
     code{white-space: pre-wrap;}
@@ -47,12 +47,27 @@
 <header id="title-block-header">
 <h1 class="title">Bonds</h1>
 <p class="author">Keith A. Lewis</p>
-<p class="date">December 7, 2024</p>
+<p class="date">January 26, 2025</p>
 <div class="abstract">
 <div class="abstract-title">Abstract</div>
 Terminology for bonds
 </div>
 </header>
+<nav id="TOC" role="doc-toc">
+<ul>
+<li><a href="#discount" id="toc-discount">Discount</a>
+<ul>
+<li><a href="#stochastic-discount"
+id="toc-stochastic-discount">Stochastic Discount</a></li>
+</ul></li>
+<li><a href="#bonds" id="toc-bonds">Bonds</a></li>
+<li><a href="#tax-loss-harvesting" id="toc-tax-loss-harvesting">Tax Loss
+Harvesting</a></li>
+<li><a href="#vocabulary" id="toc-vocabulary">Vocabulary</a></li>
+<li><a href="#trading-strategy" id="toc-trading-strategy">Trading
+Strategy</a></li>
+</ul>
+</nav>
 <section id="discount" class="level2">
 <h2>Discount</h2>
 <p>A <em>zero coupon bond</em>, or <em>bullet</em> has unit cash flow at