Quant Funds and AI Labs Converge

Grant Stenger (Jan 2026)

An analysis of the convergence between quantitative trading firms and AI research laboratories.

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Optimal Almgren-Chriss Execution with CRRA Preferences

Grant Stenger (Dec 2024)

Optimal execution in a linear-impact Almgren-Chriss model with CRRA utility and certainty-equivalent approximation

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A Case for Cooperation: Dependence in the Prisoner's Dilemma

Grant Stenger (Sept 2024)

An exploration of the famous game theory problem.

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Optimal Portfolio Weights Under CRRA Utility

Grant Stenger (March, April, Nov 2024)

Deriving optimal portfolio allocations under CRRA utility across binary, multi-asset, and risky numeraire frameworks.

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Category Creep

Grant Stenger (Oct 2024)

Using words wrong is bad.

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Bayes-Nash Equilibrium in a One-Street No-Limit Von Neumann Poker Model

Grant Stenger (Feb 2025)

A mathematical analysis of optimal betting strategies in a simplified poker model

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On Bartleby, the Scrivener

Grant Stenger (Aug 2023)

A reflection on Herman Melville's classic short story

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