Archive / Research
Questions tested carefully.
Durable investigations into software engineering, computer science, distributed systems, and quantitative experimentation.
Research
2025
2025
Shallow Neural Networks for Trading: Why Simple Models Win
A shallow MLP with aggressive regularization outperformed RSI mean reversion by 175 percentage points in out-of-sample testing. Simple models beat complex ones when data is limited.
Trading
2025
2025
An Honest Take on Algorithmic Trading
An honest look at what algorithmic trading is actually like - the failures, the lessons, and why you shouldn't quit your day job just yet.
Research
2025
2025
Why Basic Momentum and Mean Reversion Don't Work Anymore
A data-driven autopsy of momentum and mean reversion strategies, showing why textbook approaches fail in modern markets.
Engineering
2024
2024
The Python Stack Behind Our Trading Research
A walkthrough of the Python tools powering our trading strategy research—from data manipulation to market execution.