Modern Portfolio Theory from Scratch: The Efficient Frontier
Nobody can reliably predict the market. Be wary of anyone who claims otherwise. What is quantifiable...
Jun 23, 202613 min read0 reactions0 comments
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Changepoint Detection: Finding Regime Shifts in Financial Data
Markets do not stay in one regime. The S&P 500 can cruise at 10% annualised volatility for...
Jun 9, 202612 min read0 reactions0 comments
Cointegration and Pairs Trading: When Time Series Move Together
Pairs trading rests on a simple idea: find two assets that move together, wait for them to diverge,...
May 24, 202611 min read0 reactions0 comments
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May 13, 2026Free Stock APIs 2026: Setup Cost & Rate Limits Tested
The Real Cost of "Free" Most free stock data APIs aren't actually free once you scale past...
May 13, 20261 min read0 reactions0 comments
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May 26, 2026The Regime Collapse Problem: Why Most Polymarket Bots Fail — The Missing Recursively Self-Improving (RSI) Meta-Layer
Last week, a post on r/AI_Agents went viral: "We built a trading bot that rewrites its own rules —...
May 26, 20262 min read0 reactions0 comments
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Apr 1, 2026I Built a 5-Minute VRP Trading Scanner in Python — Here's the Code
A complete workflow for screening volatility risk premium signals, classifying gamma regimes, selecting optimal options structures, and setting dealer-level entries. Every step maps to a live API call.
Apr 1, 20265 min read0 reactions0 comments
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Dec 23, 2025From AI Signals to Decisions: Build Risk Rules (Not Predictions)
In practice, AI is rarely the hard part. The hard part is decision-making under uncertainty. Many...
Dec 23, 20251 min read0 reactions0 comments
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Nov 20, 2025Building a Monte Carlo Risk Engine in PyTorch: Pricing, xVA, Exposure Simulation & Wrong-Way Risk
Quantitative finance relies heavily on Monte Carlo simulation engines to value derivatives, measure...
Nov 20, 20255 min read5 reactions0 comments