How to build a Financial Research Agent with SEC Filings and Market Data
Day 5 of 30 Days of Search. Quick Summary: You read the company’s filings, check the share price, and work through the numbers in a spreadsheet. The…
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This Week: AI's Safety Brake, Nifty's Historic Slide, and a Regulatory Gut-Punch in Fintech
Three things happened this week that don't look connected on the surface — a model launch, a market milestone, and a stock crash — but each one is a…
When AI Debt Hits the Yield Curve
When central bankers start tracking your corporate debt issuance alongside energy shocks and sovereign bond volatility, tech capex has officially en…
The split that ran backwards
From an August repair until 2026-09-14, my engine adjusted almost every stock split in the wrong direction, and every test passed. The data was righ…
Debugging a Compound Interest Calculation: A Coder's Field Guide to Finding the Off-by-One-Period Bug
Every team I have worked on has eventually shipped a finance feature that involved projecting a balance forward in time. Every single one of those f…
Designing a Discount-Validation API: Catching Stacked-Coupon Math Errors Before They Hit Production
If you've ever wired up a promo engine, you know the cheap-looking line items are where the bugs hide. A single product with three sequential percen…
I built a free dividend calculator suite (no signup, open-source math)
Every "free" dividend calculator I tried wanted an email, a signup, or a trial. The math behind all of them is public — yield, payout ratio, reinves…
Tipping on a Pre-Tax vs Post-Tax Base: A Reference Sheet for Engineers Who Build the Math
If you have ever wired up a "calculator widget" in a checkout flow, expense module, or hospitality backend, you have probably discovered that the bo…
Finding the One: Moving Averages and RSI Indicators – A Neo’s Guide
The Quest Begins (The “Why”) Honestly, I was staring at a candlestick chart at 2 a.m., coffee gone cold, wondering why my “gut feeling” trades kept…
FlashAlpha vs Bloomberg Terminal 2026 - Options Analytics for Quants
Originally published at flashalpha.com . If you are comparing these two, you are probably not choosing between them. Most desks that run FlashAlpha…
Point-in-Time Fundamentals for Numerai Signals: Killing Lookahead in Your Feature Join
If you build features for Numerai Signals from fundamentals, the single most common way to silently overstate your live performance is joining on th…
Claude as a trading agent: what does the LLM actually add over a plain script?
This came up in Chinese AI developer communities this week, and the numbers are almost beside the point. A physics researcher (no CS background, no…
Moving Averages & RSI: Becoming The One in Technical Analysis
The Quest Begins (The “Why”) Honestly, I used to stare at candlestick charts feeling like I was trying to read ancient runes. I’d spot a sudden spik…
Neo's Guide: Real-Time Market Data Integration with Trading APIs
The Quest Begins (The "Why") Honestly, I was stuck in a loop that felt like watching paint dry. I’d built a little dashboard that showed stock price…
Modeling SCHD's dividend growth, in TypeScript
SCHD (Schwab's U.S. Dividend Equity ETF) shows up on every "best dividend ETF" list, but rarely for the reason that actually matters: its dividend g…
How to Build a Stock Market Trading Bot in Python: Channeling Your Inner Neo
The Quest Begins (The "Why") Honestly, I was tired of staring at candlestick charts while my coffee went cold. I kept thinking, “What if I could aut…
I open-sourced the math behind my dividend calculator
When I built a free dividend payout calculator , the interesting part wasn't the UI — it was the math. Dividend yield, payout ratio, and especially…
Create God and Ask Him for Money
This is obviously a bubble Jim Rickards, a former adviser to the CIA and Pentagon, warns that the United States is currently facing a tectonic econo…
Building an MCP Server on 31 Million Rows of Financial Data
This is the architecture of Shibui Finance , an MCP server that gives Claude direct SQL access to 64 years of US stock market data. About 10,000 sym…
AI in fintech: use cases that work in production
Why fintech is a different environment Financial services applications have accuracy and explainability requirements that most other AI contexts do…
Automate FOMC and CPI Alerts with n8n and a Free Economic Calendar API
If you trade — or just hold anything denominated in dollars — you already know the drill: FOMC decisions, CPI prints, and NFP releases move markets…
Black-Scholes Explained Simply - With Python Code
Black-Scholes Explained Simply - With Python Code The Black-Scholes model is the foundation of modern option pricing. Published in 1973 by Fischer B…
How to Become a Quant in 2026: The Complete Career Guide
How to Become a Quant in 2026: The Complete Career Guide The quantitative finance landscape has shifted dramatically in the past two years. AI model…
How to Build a Point-in-Time Fundamentals Database from SEC EDGAR (and When Not To)
If you backtest with today's fundamentals, you are cheating yourself. The Revenue figure you pull for Q4 2019 was probably restated in 2021, and the…
Building a Stock Market Trading Bot in Python: My Neo Moment
The Quest Begins (The "Why") Honestly, I was tired of watching my portfolio fluctuate while I stared at candlestick charts like they were hieroglyph…
Backtesting Trading Strategies: From Theory to Execution – My Quest for the Holy Grail of Profit
The Quest Begins (The "Why") Picture this: I’m sitting at my desk, coffee gone cold, staring at a spreadsheet that looks like something out of India…
📈 The Jedi’s Guide to Building a Python Stock‑Market Trading Bot
(or: How I Turned My Laptop Into a Lightsaber for the Market) The Quest Begins (The “Why”) Ever stared at a blinking cursor at 2 a.m., wishing you c…
The `epsActual` That Wasn't: 15% of an LLM Backtest's Trades Were Decided on Data That Didn't Exist Yet
We were backtesting an LLM-driven earnings signal against a field called epsActual — the kind of field everyone treats as ground truth. It isn't. Ab…
Build a Real-Time Stock Signal Scanner in Python (No Bloomberg Terminal Required)
Most retail traders look at one indicator at a time. Professional quant desks look for confluence - multiple signals firing on the same ticker at th…
Why I Stopped Ignoring Position Size (and What It Taught Me About Stops)
Why I Stopped Ignoring Position Size (and What It Taught Me About Stops) Quick context (why you're writing this) Here's the thing: I spent a whole w…