Let me start with the result. When the first report came back, it looked convincing. The AI had listed the trading timeframe, the Bollinger Band paramet

Recently, a user in the community raised a very practical question: when you use a browser-based AI to modify a strategy, you have to keep copying code

A quiet fifteen minutes and fifteen minutes of suddenly surging volume each appear as a single fifteen-minute candlestick on a conventional chart. Yet t

Last year, when Alpha Arena was making the rounds, several AI models were put into live trading environments, and every gain or loss sparked another rou

In the previous article, we connected FMZ to Robinhood Chain and built a Uniswap V4 new-pool radar. Once a new

Robinhood Chain has recently seen a noticeable surge in on-chain activity. By late August 2026, transaction activity on the network had accelerated sign

Writing a momentum factor is not difficult. Writing a mean-reversion factor is not difficult either. The real hesitation begins when two factors give op

At 11:30 on August 30, Binance listed the USDT-margined perpetual contract for 牛来 , whose contract symbol is literally the Chinese 牛来USDT . The coin c

> This article studies a behavioral-finance hypothesis created by a rolling statistical window. Instead of directly forecasting future prices, we calcul

I had wanted for some time to build a relatively complete model for binary markets. At first glance, these markets look simple. Take Polymarket's 15-mi

> A grid answers the question, “At what price should the strategy take an action?” Kelly answers a different question: “How much capital may the entire

> This article focuses on the contract-selection problem in directional options trading: once you already have a bullish or bearish view, how do you

A quantitative strategy can be as complex as you like, but complexity alone does not tell you whether the strategy is worth trading. Moving averages, RS

> This strategy is intended solely for quantitative research and software design discussion. It does not constitute investment advice. DCA can accumulat

A Comparative Online Learning Experiment Based on FMZ Rust Online learning is easily presented as a natural advantage in quantitative research: mark

SK Hynix has recently put the word “arbitrage” back in the spotlight. With stock perpetual contracts going live, instruments such as SK Hynix and Samsu

> From a grid strategy that nearly blew up the account to a complete rewrite built together with AI > A grid running on the Korean equity market reveal

On the very first day GPT 5.6 launched, I wanted to try it out. I could have written a small utility, run a few prompts, and called that an evaluation.

Recently, Google Research released TabFM, a foundation model designed for tabular classification and regression tasks. It attempts to compress model train

Introduction: From Harness Engineer to Loop Engineer Some time ago, the idea of the "Harness Engineer" gained traction in quantitative trading circl