Hello, World!
A software engineer's BS-free journey into quant trading. Follow a real-time log of code, analysis, and lessons learned from first principles.
For years, I've been fascinated by the intersection of technology and finance. As a software engineer, the idea of applying systematic, data-driven rules to the seemingly chaotic world of financial markets is incredibly appealing. But every time I tried to start, I hit the same wall: a deafening wall of noise.
The financial landscape is saturated with "gurus" selling dreams and a relentless firehose of conflicting information. This industry often profits by targeting beginners, particularly those with no coding experience, who are lost in this sea of information. They're sold expensive courses filled with freely available knowledge, unnecessary content, and material simply copied from other sources, all designed to justify a high price tag while offering little real value.
I believe there's a better way to learn. This isn't just another trading blog; it's a public commitment to a principle best summarized by Albert Einstein:
"If you can't explain it simply, you don't understand it well enough."
My goal is to learn the concepts of systematic and quantitative trading so deeply that I can break them down and explain them here, simply and clearly. This blog is my learning journal, my whiteboard, and my ultimate test of comprehension. I will not move on from a topic until I understand it well enough to explain it clearly.
This is my commitment to deep, authentic learning, not just surface-level knowledge. By forcing myself to write about quantitative concepts, backtesting strategies, and risk management, I'm making a pact with myself - and with you, the reader.
What to Expect
- A Real-Time Learning Log: Follow along as I work my way through the essential concepts of quantitative trading. We'll explore everything from data sourcing and cleaning to strategy development and execution.
 - A BS-Free Zone: I'm not here to sell you anything; I'm here to learn and share. This is a space that values solid, fundamental knowledge over hype: the kind of timeless principles found in textbooks from publishers like O'Reilly and Wiley.
 - Building in the Open: I will share code, analysis, and, most importantly, my mistakes. True learning comes from understanding why something didn't work.
 
In the world of quantitative finance, a genuine edge is fragile and is the result of immense effort. Sharing it would dilute its effectiveness. The purpose of this blog is to document a journey and share the fundamental principles and tools that empower you to find your own alpha, not to hand you mine.
I invite you to follow along as I publish a series of posts outlining this journey from the ground up. For the foreseeable future, all of this content will be completely free. My goal is to provide genuine value first. If, over time, our community grows and expresses a desire for more advanced or structured material, I may explore creating premium content behind a paywall to better serve those needs.
Ultimately, I hope to build more than just a blog. I want to foster a community of curious minds who are on the same path. A community that can one day provide honest feedback on product ideas designed to empower systematic traders or software engineers like us.
This is the very beginning. If you're tired of the noise and ready for a journey based on first principles, then you're in the right place.
A Quick Note on Transparency and Alpha
It's important to set the right expectations about the transparency you'll find here. I am committed to sharing my process, my research methodologies, my coding frameworks, and the lessons learned from my failures. However, I will not be sharing my live, production-ready trading algorithms or the specific alpha signals I use.