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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
7
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
7
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
April 2026
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
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
9
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
8
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
7
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
6
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