A plain English explanation of the Kelly Criterion: what it is, a full derivation of the optimal betting fraction, and an interactive simulation showing what happens to an equity curve when you allocate too much capital over the long run.
Where algo order execution goes wrong, explained with everyday examples, and how a three layer decide / plan / gate design plus clear safeguard categories builds real due diligence before money moves.
Vectopian research from early Ruby (TQQQ, SQQQ, QQQ): sizing the perfect-timing ceiling, then exploring VWAP and 1-minute paths as an intraday layer on the daily algo.
How Vectopian designed AlgoLab DataKitchen to prepare market data for quantitative and algorithmic trading backtests — cleaning, quotes, slippage, and validation.