Topic
16 posts
My build log said the loop was vectorized, and it had: a trivial loop at the end of the benchmark. The pricing loop, the one with exp and log in it, stayed scalar until I wrote the four-wide math by hand and the engine went from about 11…
The Greeks manifold prices a long call on a 60 by 60 Black-Scholes grid over spot and time to expiry, draws profit and loss as height against a premium fixed at the strike and the longest tenor, and colors each cell by one Greek. Gamma i…
The yield curve surface reads 11 FRED constant-maturity Treasury series from one month to thirty years, keeps the 60 most recent complete daily curves, and labels the curve inverted when the 30-year yield is more than 0.1 percentage poin…
A Newey-West standard error accounts for dependence in a series. My engine's 18 monthly readings had an estimated effective sample size near two. The arithmetic, the lag choice, and the evidence gate that kept the result from changing a…
A viral post claimed a 5/10 moving-average strategy had not lost in eight years. My reported SPY tests found losing periods in three inferred implementations. The missing original rules and incomplete public run details limit that conclu…
A summarized test of an order-block retest rule across 30 large-cap names and five years of daily bars. The reported net result did not establish an edge; the full configuration and run artifact are not published here.
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.
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…
A 3D render crossed my feed once and stuck with me, so I tried to see an option the same way: as a surface I could grab and turn, not a number. That turned into five market visualizations on one shared trick, a compliance rule the archit…
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…
I stopped staring at market dashboards. A set of alarms now watches a dozen signal dimensions across the market and taps me on the shoulder only when something actually needs a decision.
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…
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.
Keeping my portfolio reviewer's engine deterministic let me replay a synthetic market crash through its scoring code. The run exposed a potentially costly interaction, with a harness shortcut that limits what the result says about live b…
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.
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.