A self-improving multi-agent coding system. Agents implement each hypothesis independently, review each other's code, reason about what's holding a strategy back, and test alternative fixes, while a registry of every past experiment keeps failed ideas from returning. Correctness comes from forced agreement, AI-assisted human verification across market regimes, multiple independent backtest engines, and a seven-gate path to trust. I set the direction, the agents automate the search, and the combination finds better paths than either of us would alone.
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A flexible, open-source charting tool I built for my quant research. It renders candles, trades, stops, and indicators in one HTML file, zooms like a paid trading platform, and can be driven by AI agents that add overlays, pick the window, and label what to review.
Read more Open sourceSeven checks I use before a trading idea can move from research to capital. They cover code validity, walk-forward testing, trial counts, sealed evaluation, shadow execution, and risk limits.
Read moreA 15-second labeling error changed two years of backtest results. Lag correlation exposed the shift, and a clean rebuild showed which strategies were sensitive to bar construction.
Read moreHow I turn 24 months of raw NQ data, over 300 GB of ticks and order-book updates, into compact Parquet datasets, cache shared indicators, and use NumPy and Numba to make repeated backtests fast.
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