Volatility targeting: sizing by realized vol instead of conviction
Early in my systematic trading career, I blew up a highly promising trend-following model because of a single, deeply human flaw: I sized my positions bas…
Read entryEarly in my systematic trading career, I blew up a highly promising trend-following model because of a single, deeply human flaw: I sized my positions bas…
Read entryI spent the first half of last year writing the same boilerplate code over and over again. My workflow as a quant researcher followed a mind-numbing patte…
Read entryWhen building a high-frequency or medium-frequency crypto trading bot, developers usually start with a simple asyncio loop or a Celery queue. I did exactl…
Read entryI've shipped agent workflows on both LangGraph and Temporal, and I keep seeing them framed as competitors. They're not. They solve different problems, and…
Read entryThe first thing I tried with LLMs and trading was the obvious, wrong thing: I asked the model to predict price direction. "Given this news, will the stock…
Read entryFor about a year I ran a single mean-reversion book and quietly accepted that it bled money for weeks at a time. The strategy was fine. The problem was th…
Read entryAt 2:14 AM the pager went off: every API request was timing out with remaining connection slots are reserved for non-replication superuser connections. Th…
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