Insights from Vectopian — quantitative trading, algorithmic systems, technology, research, and investing.
· risk, position-sizing, kelly, mathematics, compounding
A good signal tells you what to buy. It never tells you how much. Kelly answers that second question, with the proof worked out step by step and an interactive simulation showing how the same winning bet destroys a bankroll when you size it too big.
Read more· algolab, execution, safeguards, risk, ruby, order-management
Where algo order execution goes wrong, a three layer decide / plan / gate design, and the safeguard categories that keep due diligence real before money moves.
Read more· algolab, vwap, execution, backtesting, intraday, ruby
Early days of Ruby, our flagship Nasdaq-100 algo: fixed-time fills looked calm, but the session told a different story — and that gap changed how we think about execution.
Read more· algolab, datakitchen, backtesting, data
Most backtests fail in the data first — splits, sparse bars, fantasy fills, vendor disagreements. How we designed DataKitchen to clean that mess before AlgoLab runs a Walk-Forward.
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