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Practical breakdowns of AI, Python, research papers, and quant trading strategies — one page, one idea, one build at a time.
- Indexed issues, last 90 days
- 10
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- Sep 13, 2026
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- Aug 11, 2026
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Quant Trading: Dynamic Pairs Trading with Kalman Filters & Cointegration (Python Guide) (opens the original)
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Define the Research Contract Before Modeling a PairUse the button at the end of this article to download the source code!State the Pipeline and Its LimitsA pair statistic is interpretable only within a declared historical decision chain: determine which securities were eligible at a date, qualify candidate pairs from information then available, estimate the relationship, generate a signal, execute later, and evaluate the resulting position. The eligible universe must therefore be reconstructed p
Quant Trading: US Treasury Cash-Futures Basis Trade & Repo Financing in C++20 (opens the original)
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Price the Cash Bond Before You Price the TradeA basis position is a relationship between two separately financed instruments: a long cash Treasury and a short Treasury futures contract. The cash leg has coupon dates, accrued interest, collateral value, and rate sensitivity; the futures leg has a quoted price, delivery rules, and a conversion factor. The first implementation task is therefore not “calculate basis,” but establish a shared cash-bond price and risk representation.Use the button at t
Quant Trading: Building a Low-Latency Multi-Venue Order Router in C++20 (opens the original)
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The parent order and the design boundaryRouting a large order is not simply a matter of sending the fastest message. The router must decide what quantity may be exposed, preserve that decision while venues respond asynchronously, and finish with an auditable account. This article follows one synthetic BUY parent order for exactly 50,000 NVDA shares across fictional venues A, B, and C. It covers the path from market-data events through prediction, policy, allocation, acknowledgments, fills, cance
Quant Trading: Forecasting Price Movements from the Limit Order Book (Python Guide) (opens the original)
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What happens between a promising score and a tradable result?At t0, a model observes a valid level-2 book: the best bid is 100.00, the best ask is 100.01, and displayed bid depth is larger than displayed ask depth. Its output favors an upward mid-price move over the chosen short horizon. You submit an order, expecting that forecast to become a position. Before the order reaches the venue, however, another event removes liquidity at 100.01; the next ask is 100.03. The model may still have made th
Prompt Injection in the Browser: The Complete Security Guide for Frontend & AI Developers (opens the original)
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When a Page Starts Giving Orders to the AssistantYou ask a browser-based assistant to summarize a harmless local fixture page. The page looks ordinary: a title, a description, a price, and a few links. But somewhere in the material sent to the model, the fixture also contains a sentence addressed to the assistant: disclose a protected value, follow a different destination, or ignore the user's request.I have provided a small code sample, use the button at the end of this article to download the
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