Blog
Essays on trading engineering, microstructure, ML and the doctrine that supports the product. No hype. No profit promises. Clear technical thinking.
Why Rust for trading
Performance without GC, memory safety without GC pauses, and why we chose Rust for the MCP server core.
The survival test
Buy and sell at random times. If it does not break even, your setup is an illusion. The mechanic of the test that defines the doctrine.
Microstructure: what can be measured
OBI, DBI, BFI, TFI, microprice offset. What each metric means and what CANNOT be measured in spot (looking at you, Binance L2).
ML in trading: overfitting is the rule
Why walk-forward validation is the minimum, why grid search is dangerous, and how the declarative pipeline helps you not lie to yourself.
Composable indicators: the power of MCP
Chaining Bollinger inside RSI inside MACD. Why over 100 composable tools are worth more than 10,000 hardcoded indicators.
Honesty as a feature
In a market of promises, saying what does not work is the differential. Why we show drawdown, not just returns.
Posts have not been published yet — we are finishing the product first.
Come back soon or follow on GitHub.