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.
Topic
Finance
10 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…
Rotating an Option
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…
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…
CloudWatch for a Portfolio
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.
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.
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.