Build once. Run live.

A unified approach to feature pipelines across research and production

Apr 17 • Lucas

4

From Quantreo to Oryon

Latency does not start at execution. It starts upstream, in the feature pipeline.

Apr 10 • Lucas

4

Why intra-bar features matter

How to enrich higher-timeframe bars with lower-timeframe information without changing your full research workflow.

Apr 3 • Lucas

7

March 2026

Why I always try to simplify my alpha formulas

Simpler formulas will miss some cases. But in many situations, that is exactly what makes them more robust.

Mar 27 • Lucas

6

Finding Alphas. A solid map of alpha research.

A concise review of what the book does well, where it falls short, and which chapters are worth reading first.

Mar 20 • Lucas

6

1

Quantreo 0.2.0. We rebuild of the foundations.

A major step forward to make the library more robust, more scalable, and closer to production-grade quantitative research standards.

Mar 13 • Lucas

5

The 7 Mistakes I See Every Week (ML)

Most ML failures are not about models. They are about problem framing, uncertainty, and turning a score into a tradable portfolio.

Mar 6 • Lucas

8

1

February 2026

Kalman Filter in Trading (2/2)

A Volatility-based Position Sizing

Feb 27 • Lucas

3

Kalman Filter in Trading (1/2)

A simple mental model to blend predictions and noisy observations

Feb 20 • Lucas

11

Quant never predict... They quantify uncertainty!

Why serious quants think in distributions, not forecasts

Feb 13 • Lucas

3

False negatives are better than false positives...

Why false negatives are often preferable to false positives in trading

Feb 6 • Lucas

5

1

1

January 2026

Bayes in Trading (3/3)

Bayes in practice. What actually matters for rare-event signals

Jan 30 • Lucas