Backtesting LLM-generated signals without fooling yourself
We have all seen the cherry-picked backtests on Twitter and LinkedIn. Someone feeds ten years of earnings transcripts or financial news into an LLM, extra…
Read entryWe have all seen the cherry-picked backtests on Twitter and LinkedIn. Someone feeds ten years of earnings transcripts or financial news into an LLM, extra…
Read entryEvery algorithmic trader has a graveyard of dead scripts. Mine was a messy collection of Jupyter Notebooks, raw CSV files, and fragile cron jobs running o…
Read entryThree months ago, a naive git-push triggered a standard Kubernetes rolling update on our systematic market-making cluster. The deployment replaced our ETH…
Read entryWe were spending $4,200 a month on closed-source LLM APIs to power a real-time sentiment extraction and limit-order-book feature pipeline. The setup was s…
Read entrySix months ago, our team was running a cluster of 64 NVIDIA H100 GPUs hosting a pipeline of custom Stable Diffusion XL and LLaMA-3-70B models. For the fir…
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…
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