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.
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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 · finance
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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 · finance
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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 · finance
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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 · finance
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Time-Series Cross-Validation: Why Standard K-Fold Ruins Trading Models
Standard k-fold cross-validation shuffles data and leaks the future into the past — fatal for trading models. Here's why time order matters, and how walk-forward and purged validation fix it.
2026-06-10 · finance
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Automating Tax-Loss Harvesting: What Developers Should Know
Tax-loss harvesting sells losers to offset gains, and it's tempting to automate. Here's the mechanics, the wash-sale rule that trips up naive bots, and why the tax rules — not the code — are the hard part.
2026-06-09 · finance
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Paper Trading Done Right: Validating a Strategy Before Real Capital
Paper trading is the step between a backtest and real money, and most people do it wrong. Here's what forward-testing actually proves, what it can't, and how to run it so the results mean something.
2026-06-09 · finance
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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 your portfolio. Here's the intuition, a simple implementation path, and the caveats retail investors miss.
2026-06-09 · finance
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Sharpe vs Sortino vs Calmar: Choosing a Risk-Adjusted Return Metric
A return number means nothing without the risk behind it. Here's how the Sharpe, Sortino, and Calmar ratios each measure risk differently, and which one to trust when you're evaluating a strategy.
2026-06-09 · finance
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Slippage and Transaction Costs: The Silent Killer of Backtests
A strategy that's profitable on paper often dies the moment you add realistic trading costs. Here's what slippage, spread, and fees actually do to returns, and how to model them honestly.
2026-06-09 · finance
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Alpaca API Review: Commission-Free Automated Trading for Developers in 2026
Alpaca markets itself as an API-first brokerage. After building against it, here's where the developer experience shines, where paper trading hides real-world friction, and who it's actually for.
2026-06-08 · finance
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IBKR vs Alpaca for Automated Retail Trading in 2026
Interactive Brokers and Alpaca sit at opposite ends of the brokerage-API spectrum: depth and complexity versus simplicity and speed. Here's how to choose based on what you're actually building.
2026-06-08 · finance
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Position Sizing with the Kelly Criterion: A Developer's Guide
The Kelly criterion gives a mathematically optimal bet size, but applied naively to trading it will ruin you. Here's the intuition, the formula, and why almost everyone uses a fraction of it.
2026-06-08 · finance
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The SEC EDGAR API: Free Fundamental Data for Developers
Before you pay for a fundamentals API, know that the SEC gives away structured financial-statement data through EDGAR. Here's what the API offers, its quirks, and how to actually use it.
2026-06-08 · finance
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Tiingo vs EODHD vs Databento: Market Data APIs Beyond the Usual Two
Polygon and Alpha Vantage get all the attention, but Tiingo, EODHD, and Databento each fill a different gap for retail quants. Here's how they compare on coverage, cost, and what you actually get.
2026-06-08 · finance
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The Best Books on Behavioral Finance and Market History (2026)
Four research-backed books on why markets misbehave and why investors do — bubbles, manias, cognitive bias, and fractal risk — chosen for readers who want history and psychology, not stock tips.
2026-06-05 · finance
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The Best Desk Setup for Active Traders in 2026
A research-based hardware guide for active traders and quant developers — color-accurate 4K monitors, a sturdy dual arm, a real ergonomic chair, and a stable standing desk that survive long market sessions.
2026-06-05 · finance
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The Best Investing Books for Beginners in 2026
A research-based reading list for new investors who think like engineers — index-fund logic, fee math, and behavior — with four books worth your first month of reading and why each earns its place.
2026-06-05 · finance
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The Best Personal Finance Books for Engineers in 2026
A research-based personal finance reading list for engineers — high savings rates, low-cost index investing, automation, and FIRE math — with four books that respect a technical reader's time and skepticism.
2026-06-05 · finance
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The Best Books on Quantitative and Algorithmic Trading (2026)
A research-based reading path for engineers moving into quant and algorithmic trading — from building a first systematic strategy to market microstructure and modern ML methods, with four books worth owning.
2026-06-05 · finance
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Alpha Vantage vs Yahoo Finance API: Free Market Data for Side Projects — An Honest Comparison
After building 8 side projects on both APIs, here's the real difference between Alpha Vantage's structured approach and Yahoo Finance's undocumented-but-free data pipeline.
2026-05-28 · finance
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Backtesting Your First Quant Strategy with Python: A Walkthrough
A step-by-step guide from data to ranked results — the survivorship-bias trap, the look-ahead bug, transaction costs that destroy paper returns, and the smallest viable backtest harness.
2026-05-28 · finance
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ETF Construction for Software Engineers: I Built a 47-ETF Portfolio Using Nothing But Python and Free Data
A practical guide to constructing factor-based ETF portfolios — from correlation matrices to backtesting, plus the five mistakes that cost me 3.2% in annual returns before I caught them.
2026-05-28 · finance
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How Engineers Should Read a 10-K: A Backtest-Driven Approach
What sections of a 10-K actually contain signal for retail quant strategies, what's noise, and the 5-line Python harness that pulls the data points worth caring about. Written for engineers who'd rather grep than read.
2026-05-28 · finance
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Magic Formula for Korean Stocks: Building It With DART API in Python
Greenblatt's Magic Formula adapted to KOSPI/KOSDAQ — pulling ROIC and earnings yield from DART, ranking the universe, and the gotchas specific to Korean accounting that you don't hit running US screens.
2026-05-28 · finance
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Polygon.io API Review: Querying 18 Billion Market Data Points With One HTTP Request
Three years of using Polygon.io's REST and WebSocket APIs for everything from weekend projects to production dashboards — what the developer experience actually delivers.
2026-05-28 · finance
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Polygon.io vs Alpha Vantage for Retail Quant: API Limits, Latency, Cost
Side-by-side tests of both APIs across the data-source workloads a retail quant actually runs — historical equity prices, fundamentals, intraday, real-time. Which one's worth paying for and which to use for free tier exploration.
2026-05-28 · finance
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QuantConnect Review: Running 2,400 Backtests Without Installing a Single Python Library
Two years of building algorithmic trading strategies on QuantConnect's LEAN engine — what the cloud IDE gets right, where it breaks, and whether it's worth the $20/month.
2026-05-28 · finance
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QuantConnect vs Backtrader vs vectorbt: Which to Start With in 2026
Three backtest frameworks I've shipped real strategies in. The decision tree for picking depends on data needs, latency to first result, and whether you want to deploy live — not on framework features.
2026-05-28 · finance
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TIKR Terminal Review: Analyzing 65,000 Global Stocks for $15 a Month
Eighteen months of using TIKR Terminal for fundamental stock research — how it stacks up against Koyfin, Bloomberg, and a spreadsheet, and where the data quality breaks.
2026-05-28 · finance