Quantitative Finance
Quantitative finance is my core domain, shaped by over two decades building systems at firms like BNP Paribas and Citadel. I write about the statistical methods, validation techniques, and engineering discipline that separate robust strategies from curve-fitted illusions. These articles are for quant developers who want rigor and for software engineers curious about what makes this field tick.
The Testing Pyramid, Sideways: Software Testing Practices Analogues in Quantitative Trading
The quant research funnel maps almost directly onto the software testing pyramid. Exploration is customer discovery. Backtesting is unit testing. Statistical validation is integration testing. …
Event Sourcing for Financial Systems
Traditional databases store current state. Event sourcing stores the sequence of changes that produced that state. For financial systems where auditability, debugging, and regulatory compliance …
Parsing Market Data: A Practical Guide for Quant Developers
Market data comes in many formats: FIX messages, exchange feeds, CSV exports, JSON APIs. Parsing is how you turn raw bytes into validated domain objects. This guide covers parsing fundamentals with …
The Perfection Paradox in Quantitative Development
Why chasing the perfect backtest, optimal parameters, or flawless infrastructure can stall your trading research. Strategies for balancing rigor with progress.
An Ode To ISO 8601
A ISO 8601 guide to date, time, duration, interval formats and more for working developers.