Writing
Notes from building in the open.
Essays on shipping software with AI, quant research, and the parts of the work most people leave out. Honest write-ups, including the ones where the answer was no.
How to Build a Backtest That Can Prove You Wrong
Most backtests are built, by accident, to flatter you. A good one is built to falsify you. Here are the seven things I did to make mine hard to fool, using the trading system it eventually killed as the example.
Read →I Built an AI Trading Bot and Proved It Can’t Beat the Market
Most trading content sells you a system that works. This is the opposite. I built one, tested it honestly, and the honest answer was no. Here’s the data, and why a negative result you can trust was worth more than the win I wanted.
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