Understanding Autocorrelation Effects on Backtest Sharpe Ratios and P&L
Property-Based Testing for Financial Data Integrity and Validation
Quantitative Techniques for Extracting Signals from Market Noise in Order Flow Data
Stationarity Testing for Quantitative Trading Strategy Signals: ADF, KPSS, and Structural Breaks
Monte Carlo Permutation Tests for Validating Quantitative Trading Strategies
Bootstrap Methods for Enhancing Quantitative Trading Strategy Robustness
A Comprehensive Taxonomy of Backtest Biases in Quantitative Finance
Walk-Forward Optimization in Quantitative Trading: Anchored vs. Rolling Windows and Validation Pitfalls
Metamorphic Relations for Robust Backtesting: Testing the Engine, Not the Strategy
Champaign-Urbana Javascript Meetup Talk (Jan 2020)
From Zero to Haskell: Lessons Learned
Dynamically scaling a political news and activism hub (up to 5x the traffic in 20 minutes)
Functional Operations (Functional Programming at Comcast Labs Connect)
From Zero to Application Delivery with NixOS
