It is spring in a sleepy college town in the middle of the cornfields of Illinois, just south of the birthplace of modern financial derivatives (Chicago). I’m deep in infrastructure build mode at Referential Labs , which means long stretches of Python and Scala and not enough time outdoors. Most of my working hours are focused on quantitative infrastructure for systematic trading strategies.
I’m selective about new engagements. If you’re building trading infrastructure or need a quant developer who thinks in types and properties, reach out .
Building
- Backtesting pipelines: Strategy validation infrastructure using QuestDB for time-series storage, Python ecosystem (pandas, polars, zipline-reloaded) for analysis. Focused on robustness testing that catches overfitting before it reaches production.
- Market data quality: Building the ingestion validation layer for the analyst dashboard. Property-based tests to ensure data integrity across the pipeline.
- Type-driven trading systems: Scala/ZIO services where entire classes of bugs are impossible by construction. Applying functional programming discipline to financial infrastructure.
Writing
Working on articles connecting property-based thinking to statistically robust strategy validation. The premise: if a backtest passes, we still need to validate that it passes for the right reasons, not because of lookahead bias or curve fitting.
A backlog of infrastructure notes to turn into proper posts on the design decisions behind our validation pipelines. Probably late Q2/Q3.
Reading
- The Mathematics of Options by Michael C. Thomsett
- Inside the Black Box by Rishi K. Narang
- Dealer inventory research and options market making literature
- Papers on statistical validation methods for trading strategies
Not doing right now
Not taking on generalist SaaS or web platform engineering work. Not actively developing content beyond this site; that’s on hold until the infrastructure products have more traction. Not engaging with social media in any serious way.
Deliberately avoiding new commitments that don’t connect directly to quantitative infrastructure.