Building a Dividend Reinvestment Tracker in Python
A data model and sync loop for DRIP lots, cost basis, and yield on cost from a brokerage API, plus the corporate actions that break naive trackers.
· 7 min read
Finance
Investing tools, market essays, and developer-to-investor crossovers — tested or argued, never speculated.
13 articles
What IV Rank Tells You Before an Earnings Report
IV rank compresses a year of implied volatility into one number. How it is calculated, and the three checks that keep it from misleading you.
· 7 min read
Reading a 10-K: The Five Sections That Change a Thesis
Most of a 10-K is boilerplate carried over from last year. SEC endpoints let you diff filings instead of reading them front to back.
· 7 min read
Position Sizing: The Math Retail Investors Skip in 2026
Size each trade from risk, not conviction: the fixed-fractional formula, fractional Kelly, R-multiples, and drawdown survival math.
· 8 min read
Dollar-Cost Averaging vs Lump Sum: What the Math Really Says
A measured look at why lump-sum investing usually beats dollar-cost averaging on expected return, when DCA still makes sense, and how to decide for your own cash.
· 7 min read
What the Sharpe Ratio Actually Tells You
Excess return per unit of volatility -- what the number captures, the four assumptions that break it, and when to trust it.
· 7 min read
Tiingo vs Polygon.io: Market Data APIs in 2026
Pricing, rate limits, and data coverage compared for solo quant builders, plus which one fits a weekend backtester.
· 7 min read
Building a Portfolio Rebalancing Script in Python
Measure allocation drift, generate a self-funding trade list, and use threshold bands to avoid over-trading.
· 7 min read
Risk Parity for Retail Portfolios: A Developer's Guide
Risk parity allocates by risk contribution instead of dollars, so one volatile asset doesn't dominate. Includes implementation steps and common caveats.
· 8 min read
Financial Modeling Prep vs Sharadar for Quant Backtests
I rebuilt the same equity backtest on both APIs to see which fundamental data you can trust. It comes down to point-in-time data.
· 9 min read
Backtrader vs VectorBT vs Zipline-Reloaded, Benchmarked
We ran the same momentum rotation strategy in each Python framework and measured runtime, code complexity, and accuracy against live trading results.
· 11 min read
4 Behavioral Biases That Quietly Cost Investors the Most
Loss aversion, recency, overconfidence, and herding -- how each one works, and the guardrails that beat relying on willpower.
· 7 min read
Polygon vs Alpha Vantage: Stock Data APIs for Side Projects
A side-by-side on free tiers, market coverage, and developer experience, with no trading-edge hype.
· 6 min read