Backtesting
Why Most Backtests Lie
The hidden assumptions that make backtests look good but fail in live markets.
[ Insights. Lessons. Systems. ]
Ideas from the edge of building and trading.
Deep dives on system design, architecture, strategy insights, and lessons from building a production-grade algo trading platform.
Engineering
Designing an Event-Driven Backtesting Engine
Architecture, core components, and the decisions that actually matter.
Trading
What Virtual Trading Reveals Before Live Deployment
The gap between backtest and live is real. Here's how virtual trading closes it.
System Design
Real-time Market Data Pipeline That Doesn't Break
How I built a resilient, low-latency ingestion pipeline using WebSockets and Redis.
Engineering
Building a Multi-Broker Order Management System
Handling throughput, latency, and reliability across brokers and asset classes.