Investing, for people who read the docs.

• Finance

  Position Sizing and Risk per Trade: The Math Retail Investors Skip in 2026

  How to size a trade from risk instead of conviction: the fixed-fractional formula, fractional Kelly, R-multiples, and the drawdown math that decides whether a losing streak is survivable.

  2026-06-22 · 8 min read

• Finance

  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.

  2026-06-22 · 7 min read

• Finance

  What the Sharpe Ratio Actually Tells You (and Where It Misleads)

  The Sharpe ratio measures excess return per unit of volatility. Here is exactly what the number captures, the four assumptions that break it, and when to trust it.

  2026-06-22 · 7 min read

• Finance

  Tiingo vs Polygon.io: Market Data APIs for Indie Quant Projects in 2026

  A practical comparison of Tiingo and Polygon.io for solo quant builders in 2026 — pricing, rate limits, data coverage, and which one fits a weekend backtester.

  2026-06-22 · 7 min read

• Finance

  Building a Portfolio Rebalancing Script in Python: From Drift to Trades

  A practical walkthrough of writing a Python rebalancing script: measuring allocation drift, generating a self-funding trade list, and using threshold bands to avoid over-trading.

  2026-06-22 · 7 min read

• Finance

  Building a Market-Data Pipeline: Caching, Rate Limits, and Gaps

  Reliable backtests need reliable data, and pulling it live from an API on every run is slow, fragile, and costly. Here's how to build a local market-data pipeline that caches, respects rate limits, and handles gaps.

  2026-06-10 · 8 min read

• Finance

  Order Types Explained for Retail Algorithmic Traders

  Market, limit, stop, and the time-in-force flags behind them decide whether your strategy fills where you expect. Here's what each order type actually does, and when the wrong one quietly costs you money.

  2026-06-10 · 7 min read

• Finance

  Pairs Trading and Cointegration: A Developer's Introduction

  Pairs trading bets that two related securities will revert to their usual relationship. Here's what cointegration actually means, why it's not the same as correlation, and how to think about building a pairs strategy.

  2026-06-10 · 8 min read

• Finance

  Portfolio Optimization with PyPortfolioOpt: Mean-Variance in Practice

  PyPortfolioOpt makes Markowitz mean-variance optimization a few lines of Python. Here's what it does, why naive optimization produces fragile portfolios, and the techniques that make the output usable.

  2026-06-10 · 8 min read

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