Engineering notes
What went wrong, and what the arithmetic actually says.
Post-mortems on real incidents in this system, derivations of the statistics it gates on, and design arguments about the parts that were hard. Written for readers who want the mechanism, not the summary. Every figure is bound to a published artifact or a script you can run.
- 04 The arithmetic of not fooling yourself A Sharpe ratio of 1.14 with a p-value of 0.017. Publishable, on the face of it. Whether it means anything depends entirely on a number that does not appear in it: how many things you tried before this one.
- 03 Seventy files that were never meant to be public I published two open-source repositories with a check that proved they were faithful copies. The check passed every time I ran it. It was structurally incapable of failing.
- 02 The trade that lost 99 percent, and the guard I did not add A carry signal bought a token at 16.15 and closed it at 0.1553. The strategy was not broken. The interesting decision came afterwards, and it was to change nothing.
- 01 What competitive programming actually bought me, and what it did not There are no segment trees in this trading engine. I want to explain why that is the right answer, and what the contest habit did pay for instead, because the honest version of this story is more useful than the flattering one.
The research record, with hash-bound documents and citation metadata, is separate and lives at research. The code these notes describe is at engineering.