This strategy is intended solely for quantitative research and software design discussion. It does not constitute investment advice. DCA can accumulate exposure during one-way markets, and stop-loss o...
A Comparative Online Learning Experiment Based on FMZ Rust Online learning is easily presented as a natural advantage in quantitative research: markets are non-stationary, so models should continuousl...
SK Hynix has recently put the word “arbitrage” back in the spotlight. With stock perpetual contracts going live, instruments such as SK Hynix and Samsung Electronics—which previously traded only throu...
On the very first day GPT 5.6 launched, I wanted to try it out. I could have written a small utility, run a few prompts, and called that an evaluation. But that felt a little pointless. To find out wh...
Introduction: From Harness Engineer to Loop Engineer Some time ago, the idea of the “Harness Engineer” gained traction in quantitative trading circles. Its core principle is not to pick an...
The World Cup had barely kicked off before the market gave us a little dose of shock education: it’s not that strong teams never crash — it’s that the way they crash is often more creative...
1. The Starting Point: Trump Drawing Candlesticks by Hand The time-sensitivity of news needs no argument. When word broke that the U.S. had carried out airstrikes on Iran, crude oil spiked violently i...
There’s Someone Going Viral on X Lately If you’ve been scrolling X (Twitter) recently, you may have already come across this account: @aleabitoreddit, handle “Serenity.” T...
Introduction Recently there’s been a popular open-source project on GitHub called AI-Trader (HKUDS/AI-Trader, 19.4k stars). It positions itself as an “AI-Agent-native trading pla...
Recently I came across an interesting article on X. The author describes how, over the years, he slowly got a “flywheel” spinning: three wheels — cash flow, core assets, and Alpha&nbs...