The Pocket Quant
I built a quant research platform, then built an agent to operate it: a scheduled Claude session that reads the boards, keeps a pre-registered track record, and texts me three times a day without ever saying buy.
Posts tagged side-projects
13 posts
Fifteen Million Was the Easy Part
I wrote a C++ options pricer to learn low-latency numerics. The first clean version priced fifteen million options a second; getting to 215 million was less about clever code and more about being wrong, in public with myself, about where…
The Aquarium That Became a Trading Floor
A screensaver joke, every stock a fish, grew into a six-lens market board I leave running on a wall. It lives in one HTML file on purpose, its data is baked because the browser is not allowed to fetch it, and the feature that finally mad…
Ballast: An LLM App Whose Best Feature Is Saying 'I Don't Know'
I built a self-healing RAG pipeline, a guardrails gateway, and an eval gate as one system, then threw 44 adversarial questions at it. Zero hallucinations, because the most important thing it does is refuse. Here is how trust got built in…
Building an AI-Native Platform: A Retrospective
A year of building and operating a small fleet of finance and content products almost entirely through an AI coding agent. What worked, what was hard, the honest failures (including a flagship signal that measured nothing and an edge tha…
Composite What You Trust, Watch What You Don't: A Trust Boundary for Data With Money Attached
Every system that fuses signals into one consequential number has a fault line: the data you trust enough to composite into a grade versus the data you only trust enough to watch. How I drew that boundary in my personal finance engine, a…
How to backtest without fooling yourself
A backtest's job is not to find an edge. It is to stop you from believing in one that is not there. The toolkit I used to test my own trading engine, and the part where it killed my single best signal.
The Orange Pi That Maintains Itself
A small ARM box that started as a local LLM experiment and ended up a self-governing node: private retrieval, a resident agent under a written constitution, a code-enforced safety fence, and a nightly job where it audits itself and files…
Wiring Garmin Into My Marathon Coach: A Live Data Integration Without an Official API
How I replaced manual CSV exports with a live Garmin data feed for my AI marathon coach: a scheduled unofficial-API poller, resilient session handling, and the design calls that keep training and recovery data fresh and trustworthy.
A Boring Design Let Me Run a Black Swan on a Tuesday
Two posts ago I bet that keeping my portfolio reviewer's engine deterministic and auditable was worth it. This is where that bet paid off: because the engine is replayable, I could run a simulated market crash through the real production…
Building a Personal Finance Reviewer: What Survived the Rewrite
A personal portfolio reviewer where the scoring is deterministic and the AI only narrates. The architecture that held up after I had to rewrite the model it was built on, and why that boundary is the whole point.
When the Spec Was Wrong: Rewriting a Shipped Decision
Two weeks after I shipped a post about a scoring engine I'd built, I rewrote the spec it was based on. Here's what I learned, and why I had an AI agent do the literature review.
Building an AI Marathon Coach: Deterministic Rules, LLM Narratives, and the 2026 NYC Marathon
How I built a personal AI coaching system for marathon training, layering deterministic guardrails over an LLM narrative engine, ingesting Garmin FIT files, and designing for my own injury history.