For tech-savvy investors and quant beginners

Quant data APIs, backtest frameworks, factor strategies, and 10-K reading guides for engineers. US large-caps and Korean markets covered.

• 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.

  2026-08-12 · finance

• 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.

  2026-08-12 · finance

• 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.

  2026-08-12 · finance

• 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.

  2026-06-09 · finance