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			<guid><![CDATA[https://mathforfinance.com/building-a-quant-project-portfolio/]]></guid>
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			<title>Building a Quant Project Portfolio</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:38 +0000]]></pubDate>
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			<guid><![CDATA[https://mathforfinance.com/coding-interviews-for-quants/]]></guid>
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			<title>Coding Interviews for Quants</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:37 +0000]]></pubDate>
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			<guid><![CDATA[https://mathforfinance.com/stochastic-calculus-interview-questions/]]></guid>
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			<title>Stochastic Calculus Interview Questions</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:35 +0000]]></pubDate>
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			<guid><![CDATA[https://mathforfinance.com/expected-value-puzzles-and-betting-games/]]></guid>
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			<title>Expected Value Puzzles and Betting Games</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:34 +0000]]></pubDate>
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			<guid><![CDATA[https://mathforfinance.com/best-books-for-quant-finance/]]></guid>
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			<title>Best Books for Quant Finance</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:32 +0000]]></pubDate>
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			<guid><![CDATA[https://mathforfinance.com/probability-brainteasers/]]></guid>
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			<title>Probability Brainteasers</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:32 +0000]]></pubDate>
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			<guid><![CDATA[https://mathforfinance.com/fast-code-vectorization-and-c-for-quants/]]></guid>
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			<title>Fast Code: Vectorization and C++ for Quants</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:31 +0000]]></pubDate>
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			<guid><![CDATA[https://mathforfinance.com/calibrating-models-to-market-data/]]></guid>
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			<title>Calibrating Models to Market Data</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:30 +0000]]></pubDate>
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			<guid><![CDATA[https://mathforfinance.com/fourier-methods-for-option-pricing/]]></guid>
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			<title>Fourier Methods for Option Pricing</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:29 +0000]]></pubDate>
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			<guid><![CDATA[https://mathforfinance.com/root-finding-and-implied-volatility/]]></guid>
			<link><![CDATA[https://mathforfinance.com/root-finding-and-implied-volatility/]]></link>
			<title>Root Finding and Implied Volatility</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:28 +0000]]></pubDate>
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			<guid><![CDATA[https://mathforfinance.com/finite-difference-methods-for-pdes/]]></guid>
			<link><![CDATA[https://mathforfinance.com/finite-difference-methods-for-pdes/]]></link>
			<title>Finite Difference Methods for PDEs</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:27 +0000]]></pubDate>
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			<guid><![CDATA[https://mathforfinance.com/variance-reduction-tricks/]]></guid>
			<link><![CDATA[https://mathforfinance.com/variance-reduction-tricks/]]></link>
			<title>Variance Reduction Tricks</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:26 +0000]]></pubDate>
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			<guid><![CDATA[https://mathforfinance.com/monte-carlo-simulation/]]></guid>
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			<title>Monte Carlo Simulation</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:25 +0000]]></pubDate>
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			<guid><![CDATA[https://mathforfinance.com/pricing-options-with-a-binomial-tree-in-python/]]></guid>
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			<title>Pricing Options with a Binomial Tree in Python</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:18 +0000]]></pubDate>
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			<guid><![CDATA[https://mathforfinance.com/getting-and-cleaning-market-data/]]></guid>
			<link><![CDATA[https://mathforfinance.com/getting-and-cleaning-market-data/]]></link>
			<title>Getting and Cleaning Market Data</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:17 +0000]]></pubDate>
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			<title>Market Making</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:15 +0000]]></pubDate>
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			<guid><![CDATA[https://mathforfinance.com/optimal-execution-almgren-chriss/]]></guid>
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			<title>Optimal Execution: Almgren–Chriss</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:14 +0000]]></pubDate>
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			<guid><![CDATA[https://mathforfinance.com/market-microstructure-and-order-books/]]></guid>
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			<title>Market Microstructure and Order Books</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:13 +0000]]></pubDate>
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			<guid><![CDATA[https://mathforfinance.com/how-to-backtest-without-lying-to-yourself/]]></guid>
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			<title>How to Backtest Without Lying to Yourself</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:12 +0000]]></pubDate>
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			<guid><![CDATA[https://mathforfinance.com/momentum-and-mean-reversion-strategies/]]></guid>
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			<title>Momentum and Mean-Reversion Strategies</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:11 +0000]]></pubDate>
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			<title>Risk Parity</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:10 +0000]]></pubDate>
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			<guid><![CDATA[https://mathforfinance.com/black-litterman-and-robust-portfolios/]]></guid>
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			<title>Black–Litterman and Robust Portfolios</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:09 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/the-kelly-criterion-and-position-sizing/]]></guid>
			<link><![CDATA[https://mathforfinance.com/the-kelly-criterion-and-position-sizing/]]></link>
			<title>The Kelly Criterion and Position Sizing</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:08 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/markowitz-mean-variance-optimization/]]></guid>
			<link><![CDATA[https://mathforfinance.com/markowitz-mean-variance-optimization/]]></link>
			<title>Markowitz Mean–Variance Optimization</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:07 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/sharpe-sortino-and-drawdown/]]></guid>
			<link><![CDATA[https://mathforfinance.com/sharpe-sortino-and-drawdown/]]></link>
			<title>Sharpe, Sortino and Drawdown</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:07 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/overfitting-and-backtest-overfitting/]]></guid>
			<link><![CDATA[https://mathforfinance.com/overfitting-and-backtest-overfitting/]]></link>
			<title>Overfitting and Backtest Overfitting</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:06 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/machine-learning-for-return-prediction/]]></guid>
			<link><![CDATA[https://mathforfinance.com/machine-learning-for-return-prediction/]]></link>
			<title>Machine Learning for Return Prediction</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:05 +0000]]></pubDate>
		</item>
					<item>
			<guid><![CDATA[https://mathforfinance.com/pca-on-the-yield-curve/]]></guid>
			<link><![CDATA[https://mathforfinance.com/pca-on-the-yield-curve/]]></link>
			<title>PCA on the Yield Curve</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:13:04 +0000]]></pubDate>
		</item>
					<item>
			<guid><![CDATA[https://mathforfinance.com/cointegration-and-pairs-trading/]]></guid>
			<link><![CDATA[https://mathforfinance.com/cointegration-and-pairs-trading/]]></link>
			<title>Cointegration and Pairs Trading</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:55 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/factor-models-fama-french-and-beyond/]]></guid>
			<link><![CDATA[https://mathforfinance.com/factor-models-fama-french-and-beyond/]]></link>
			<title>Factor Models: Fama–French and Beyond</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:53 +0000]]></pubDate>
		</item>
					<item>
			<guid><![CDATA[https://mathforfinance.com/volatility-modeling-with-garch/]]></guid>
			<link><![CDATA[https://mathforfinance.com/volatility-modeling-with-garch/]]></link>
			<title>Volatility Modeling with GARCH</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:52 +0000]]></pubDate>
		</item>
					<item>
			<guid><![CDATA[https://mathforfinance.com/time-series-basics-stationarity-ar-and-ma/]]></guid>
			<link><![CDATA[https://mathforfinance.com/time-series-basics-stationarity-ar-and-ma/]]></link>
			<title>Time Series Basics: Stationarity, AR and MA</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:50 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/hypothesis-testing-and-p-hacking-in-finance/]]></guid>
			<link><![CDATA[https://mathforfinance.com/hypothesis-testing-and-p-hacking-in-finance/]]></link>
			<title>Hypothesis Testing and p-Hacking in Finance</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:49 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/liquidity-risk-and-market-impact/]]></guid>
			<link><![CDATA[https://mathforfinance.com/liquidity-risk-and-market-impact/]]></link>
			<title>Liquidity Risk and Market Impact</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:47 +0000]]></pubDate>
		</item>
					<item>
			<guid><![CDATA[https://mathforfinance.com/counterparty-risk-and-xva/]]></guid>
			<link><![CDATA[https://mathforfinance.com/counterparty-risk-and-xva/]]></link>
			<title>Counterparty Risk and XVA</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:45 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/correlation-copulas-and-the-2008-crisis/]]></guid>
			<link><![CDATA[https://mathforfinance.com/correlation-copulas-and-the-2008-crisis/]]></link>
			<title>Correlation, Copulas and the 2008 Crisis</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:44 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/fat-tails-and-extreme-value-theory/]]></guid>
			<link><![CDATA[https://mathforfinance.com/fat-tails-and-extreme-value-theory/]]></link>
			<title>Fat Tails and Extreme Value Theory</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:42 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/stress-testing-and-scenario-analysis/]]></guid>
			<link><![CDATA[https://mathforfinance.com/stress-testing-and-scenario-analysis/]]></link>
			<title>Stress Testing and Scenario Analysis</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:41 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/expected-shortfall-and-why-regulators-moved-to-it/]]></guid>
			<link><![CDATA[https://mathforfinance.com/expected-shortfall-and-why-regulators-moved-to-it/]]></link>
			<title>Expected Shortfall and Why Regulators Moved to It</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:39 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/what-is-financial-risk/]]></guid>
			<link><![CDATA[https://mathforfinance.com/what-is-financial-risk/]]></link>
			<title>What Is Financial Risk?</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:38 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/credit-risk-and-default-modeling/]]></guid>
			<link><![CDATA[https://mathforfinance.com/credit-risk-and-default-modeling/]]></link>
			<title>Credit Risk and Default Modeling</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:36 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/hjm-and-the-libor-market-model/]]></guid>
			<link><![CDATA[https://mathforfinance.com/hjm-and-the-libor-market-model/]]></link>
			<title>HJM and the LIBOR Market Model</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:35 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/hull-white-and-calibration/]]></guid>
			<link><![CDATA[https://mathforfinance.com/hull-white-and-calibration/]]></link>
			<title>Hull–White and Calibration</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:33 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/short-rate-models-vasicek-and-cir/]]></guid>
			<link><![CDATA[https://mathforfinance.com/short-rate-models-vasicek-and-cir/]]></link>
			<title>Short-Rate Models: Vasicek and CIR</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:31 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/caps-floors-and-swaptions/]]></guid>
			<link><![CDATA[https://mathforfinance.com/caps-floors-and-swaptions/]]></link>
			<title>Caps, Floors and Swaptions</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:30 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/interest-rate-swaps/]]></guid>
			<link><![CDATA[https://mathforfinance.com/interest-rate-swaps/]]></link>
			<title>Interest Rate Swaps</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:28 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/building-the-yield-curve/]]></guid>
			<link><![CDATA[https://mathforfinance.com/building-the-yield-curve/]]></link>
			<title>Building the Yield Curve</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:27 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/exotic-options/]]></guid>
			<link><![CDATA[https://mathforfinance.com/exotic-options/]]></link>
			<title>Exotic Options</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:25 +0000]]></pubDate>
		</item>
					<item>
			<guid><![CDATA[https://mathforfinance.com/stochastic-volatility-heston-and-sabr/]]></guid>
			<link><![CDATA[https://mathforfinance.com/stochastic-volatility-heston-and-sabr/]]></link>
			<title>Stochastic Volatility: Heston and SABR</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:24 +0000]]></pubDate>
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					<item>
			<guid><![CDATA[https://mathforfinance.com/volatility-smiles-and-local-volatility/]]></guid>
			<link><![CDATA[https://mathforfinance.com/volatility-smiles-and-local-volatility/]]></link>
			<title>Volatility Smiles and Local Volatility</title>
			<pubDate><![CDATA[Sat, 24 Oct 2026 06:12:22 +0000]]></pubDate>
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