Blog // Engineering Notes
Blog
Engineering notes on how we build, test, and deploy systematic strategies: research and validation, backtesting at scale, risk control, and low-latency infrastructure.
Parallel backtesting: why compute is time
Why sequential backtesting bottlenecks research, why validation is embarrassingly parallel, and how we guard against overfitting when we can test more.
6 min readLatestDrawdown control > win rate
Why controlling maximum drawdown matters more than optimizing win rate in systematic trading.
4 min readHow we avoid overfitting
Our approach to walk-forward testing and out-of-sample validation.
6 min read