My Blogs
Thoughts on quant finance, ML, and building systems that work.
Building Systematic Trading Signals with Alternative Data
How I used satellite imagery, sentiment scores, and web scraping to construct alpha signals that survive transaction costs.
RAG Systems in Finance — Beyond Simple Q&A
Designing retrieval pipelines that actually understand financial documents, not just keyword match them.
The Mathematics of Volatility Surfaces
A deep dive into stochastic vol models and how practitioners actually construct and interpolate vol surfaces.
Why Most ML Models Fail in Production
Lessons from shipping a dozen models — the gap between research accuracy and production reliability is wider than you think.
Bayesian Inference for Portfolio Optimization
Using Bayesian methods to incorporate prior beliefs into portfolio construction — beating Black-Litterman at its own game.
From Jupyter Notebook to Trading System
A practical guide to turning research-grade Python code into a production trading system that actually runs.