Critical examinations of statistical methods, data architecture decisions, and quantitative finance — from a practitioner's perspective. When textbook theory meets production reality.
PCA finds directions of maximum variance — but variance isn't signal. When financial data violates every assumption PCA makes, that "90% explained" might be 90% noise. A practitioner's guide to when dimensionality reduction lies to you.
How to impose structural constraints on AI-generated code. The "soft type system" analogy, why architectural knowledge matters more than prompting, and the shift from productive to directive value.
Why most "pairs trading" strategies fail in production. The difference between two things moving together and two things being mathematically bound — and why the half-life of mean reversion is what actually matters.
A practitioner's comparison for financial time-series workloads. SQL-first design, hypertables, compression ratios, and why staying in the PostgreSQL ecosystem pays dividends.
Using the Marchenko-Pastur distribution to separate signal from noise in correlation matrices. What eigenvalue decomposition actually tells you about financial data.
AI makes custom tooling accessible to anyone who understands the underlying systems. The value of knowing how things work keeps going up, not down.
Every proprietary dependency is a future rewrite. Why open source first is an infrastructure decision, not an ideology.
Why I chose bare metal over cloud. Storage, networking, the ops overhead nobody warns you about, and why it's still worth it.
Why a strategy with 60% win rate still loses money. Slippage, fees, and the reality of high-frequency signals.
Regime-dependent strategies, the stationarity trap, and survivorship bias in crypto backtesting.
Operational complexity, state management, and when each one actually makes sense.
Performance per watt, cost comparison, and practical experiences running analytics on ARM.
What momentum indicators actually measure, why "overbought" doesn't mean what you think, and empirical evidence from 431 pairs.