A self-improving multi-agent quant research system. In this post, I explain how I built a human-guided agentic workflow that takes a trading idea through research, implementation, backtesting, independent validation, and, if it passes every gate, deployment to live markets.
Read moreRecent writing
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.
Read more