Cost vs edge: when an LLM in the trading loop is worth it
Three quarters ago, my team deployed an automated news-sentiment and event-driven futures trading system. We hooked up a raw, unfiltered firehose of real-…
Read entryAlgorithmic Trading × AI Engineering
Engineering deep dives, from backtest to live trade.
Algorithmic trading × AI engineering — field notes from production.
Argo Rollouts canary deploys: catching a bad release before users did
It was 10:14 PM on a Tuesday when the pager went off. Our primary execution router, which processes high-throughput routing signals for our algorithmic tr…
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Quantizing a 70B model to fit 2x RTX 3090: AWQ vs GPTQ in practice
Deploying a 70-billion parameter model like Meta-Llama-3-70B on a local workstation is the holy grail for trading desks and quantitative shops looking to…
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Kubernetes Gateway API vs Ingress: migrating and what broke
Our production algorithmic trading infrastructure processes thousands of order executions and millions of real-time market data ticks daily. For years, ou…
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cert-manager and Let’s Encrypt: TLS automation and the renewal that silently failed
At 03:14 UTC, our automated trading backend started dropping connections from three major institutional liquidity providers. In our execution logs, the er…
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Order book imbalance as a short-horizon signal: what survived
If you read academic literature on market microstructure, Order Book Imbalance (OBI) is presented as an easy source of alpha. The classic formula:
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Long-running research agents: Temporal for durability, LangGraph for control flow
If you are running quantitative research agents that take more than five minutes to execute, your current stack is probably built on a house of cards.
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KV cache sizing for multi-GPU vLLM deployments
We run high-frequency, event-driven sentiment analysis pipelines that parse corporate earnings transcripts, SEC filings, and real-time news feeds. Our pip…
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Handling corporate actions and splits in my backtester
It was 2:00 AM on a Tuesday when I realized my backtester was lying to me. I was reviewing the performance of a daily-horizon mean-reversion strategy on t…
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Token cost accounting: instrumenting an LLM app for real budgets
In quantitative trading, tracking execution costs down to the tenth of a basis point is a prerequisite for survival. When I shifted from high-frequency ex…
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