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Max Drawdown Is a Distribution, Not a Number
Why the worst loss in your backtest tells you almost nothing about the worst loss you should plan for, and how a block bootstrap makes the gap visible.
Jun 12
•
Lucas
18
2
4
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ML trading or data mining?
The line is thinner than you think
May 29
•
Lucas
6
Live Crypto Data in 15 Lines of Python
No account, no API key, no cost. Just an open socket and Python.
May 22
•
Lucas
8
1
90% of retail quants don't have a database. Just files.
The fix costs €0. The bug costs you months of research.
May 15
•
Lucas
8
The Clip Effect: Is Your Backtest Real, or Just Lucky?
A 60-second robustness check that kills most backtests.
May 8
•
Lucas
16
1
Building a Clean Research Environment with Oryon
How to combine features and targets in one dataframe before doing exploratory data analysis.
May 1
•
Lucas
5
Standardizing Features Without Breaking Your Pipeline
A More Coherent Way to Standardize Features in Quantitative Pipelines
Apr 24
•
Lucas
8
Build once. Run live.
A unified approach to feature pipelines across research and production
Apr 17
•
Lucas
5
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