Zamrik Quant Research
We are the research arm of Zamrik Quant Lab: a small, independent team, headed by Dr. T. Zamrik, working on stochastic analysis, optimal control, mean field games and the markets. We publish working papers, Jupyter notebooks you can download or run on Kaggle, free tools that answer one practical question, and essays that take a question from the world and work it through to the mathematics, every number checked two ways and every figure re-run from its code. The newest of each is just below.
52 papers since 2022 · 13 notebooks · 3 tools · 80 essays · 5 research desks
Latest
New papers
A Continuum Theory of Channeling in Espresso and the Grind Paradox
Finer coffee can brew weaker espresso, and the only mechanism proposed so far uses two lumped flow paths.
What Does a Nonlinear Fokker–Planck Equation Buy a Mean Field Game?
Mean field games with nonlinear Fokker–Planck equations: how agents that touch change the crowd's statistics, with computed equilibria and open questions.
Littlewood’s Rule for a Home Battery
How to run a home battery on Ontario's Ultra-Low Overnight plan with Littlewood's rule, what it saves on real bills, and when installing one pays.
New notebooks
How Often Should You Look at Your Portfolio?
Runnable notebook, S&P 500 vs a 10-year bond, 1928–2026: a daily look shows a loss 46% of the time; Benartzi–Thaler's model prefers stocks from 9 months.
Has the Sahm Rule Ever Been Wrong?
A runnable notebook: the Sahm rule rebuilt from FRED data. It rang in all 12 recessions since 1949, a median 3 months after the peak, and twice with none.
Three Numbers Move the Whole Yield Curve
A runnable notebook: PCA of daily Treasury yields, 1990–2026. Three shapes carry 96.2% of the moves; at zero rates the level became a long-end move.
New tools
Will You Pass the Prop-Firm Challenge?
What will it really cost me to pass a prop-firm challenge, and how much should I risk per trade?
Goal or Blow-Up: The Odds for a Day-Trading Account
How likely am I to reach my goal before I blow up my account, and when?
Day-Trading P&L Calculator: One Day to One Year
With my win rate, reward-to-risk and costs, what will a day, a month or a year of trading make — on average, typically, and in a bad year?
New essays
The Earthquake That Changes the Clock
Earthquakes in Southern California and northern Baja California, 2000–2025: compare Poisson and Hawkes models on unseen years, with magnitude checks and an honest limit on interpretation.
Half of What a Prophet Gets
Offers arrive one at a time; each is taken or refused on the spot. A bar at the median of the best guarantees half of hindsight, and no rule promises more.
The Sell Order That Fed on Its Own Volume
On 6 May 2010 a 9%-of-volume algorithm sold 75,000 E-mini contracts in 20 minutes. Re-trading fed its volume; past 10 re-trades a contract, it ran away.
All 52 papers →All 13 notebooks →All 3 tools →All 80 essays →
What we work on
We work on stochastic analysis and optimal control, and on what happens when many decision-makers optimise at once: mean field games, market models and mathematical finance. A typical paper starts from a practical question, when to act and how hard, and ends with an equation solved as explicitly as it allows and checked numerically.
Browse by desk
Reading and citing
Most papers, and all of the notebooks, the tools and the essays, are free; a few papers are restricted. Every paper carries its own serial number, printed on the paper and in its address, so a citation always points at one document (how to cite). Where a paper’s code is published, it is on GitHub, so its numbers can be re-run rather than taken on trust.
Each notebook is a Jupyter notebook you can download as an .ipynb or run on Kaggle, where its numbers are checked against the page before it carries its Kaggle button.
Each tool is a live board that answers one practical question: move a slider and the numbers follow, a copied link opens the board exactly as you left it, and the equations, a worked example and the assumptions are written under it. Its numbers are checked against an independent Python calculation before it is published, and it runs in your browser.
Each essay starts from a story and ends in the mathematics, with data, code and live models; some grow into papers.
