Seventeen years of algotrading
Twenty-six years of watching the market, seventeen of trying to beat it, the last few with AI. This is the record so far: what I built, what the market thought of it and what is running today.
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4 posts, newest first.
Predicting Rare Events from a Growing Text History
A forward-looking prediction problem that is really a timeseries: point-in-time profiles, an ever-growing text space, and why the hard part was leakage and out-of-sample validation, not the model.
Tiny BERT in Production: Millisecond Text Classification on a CPU
Four independent classifiers converged on the same recipe: a 2-to-4 layer BERT quantized with OpenVINO, running in single-digit milliseconds on a CPU with no GPU. How, and why the data split mattered more than the model.
When the Simpler Model Won
What a failed financial VAE taught us about representation learning. Across four model families and six trained models, the simplest model reconstructed best, and every layer of added sophistication made it worse.