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Algorithmic Trading
Algorithmic trading sits at the intersection of quantitative research and production engineering. I write about the full stack: developing systematic strategies, building reliable execution infrastructure, and monitoring live systems. After 25 years spanning both finance and software engineering, my focus is on the practical engineering that turns a validated hypothesis into a running system.
2026-05
Quant
Finding Signal in Market Noise: I Stopped Reading the Tape and Started Measuring It
You can’t quantify what you haven’t observed. I paper traded order flow as a deliberate research step, building the intuition needed to formalize concepts like absorption, iceberg …