Articles
Deep dives into quantitative finance, systematic trading, product strategy, and continuous learning
Building a Robust Backtesting Framework
How I designed a systematic approach to test trading strategies with historical data and avoid common pitfalls like look-ahead bias and overfitting.
Understanding Market Microstructure
A deep dive into order flow, liquidity dynamics, and how markets actually execute trades at the microstructure level.
Product Thinking for Systematic Traders
How product management frameworks can improve trading system design, risk management, and iterative development processes.
Volatility Regimes and Position Sizing
Adapting position sizes based on market volatility regimes to optimize risk-adjusted returns and drawdown management.
Mental Models for Better Decision Making
Key mental models that improve decision quality in trading, product development, and life — from first principles to probabilistic thinking.
Building My First Options Backtester
The journey of building an options strategy backtester from scratch, including Greeks calculations and P&L attribution.
Zero to One: Launching a Data Product
Case study on building and launching a data analytics product from idea to first paying customers in 90 days.
Risk Management is Non-Negotiable
Why proper risk management is the difference between sustainable trading and blown accounts — lessons from my mistakes.
Statistical Arbitrage: Theory vs Practice
The gap between theoretical stat arb strategies and real-world implementation challenges including execution and slippage.