Archive
Archive
2025
- January 30 - How to Set Up and Run DeepSeek-R1 Locally With Ollama and FastAPI
- March 6 - How to Integrate OpenAI TTS with FFmpeg in a FastAPI Service
- May 3 - Contributing a Safer LimitIfTouchedOrder to Nautilus Trader — A Small Open-Source Win for Rust Trading
- May 3 - Contributing a Safer MarketIfTouchedOrder to Nautilus Trader — Hardening Conditional Orders in Rust
- May 19 - Slaying Bullish Bias - A Market Wizards Playbook
- September 4 - Hyperliquid Gasless Trading – Deep Comparison, Fees, and 20 Optimized Strategies
- September 5 - Tokio vs tokio-stream in WebSocket adapters - stream-first vs select!
2024
- July 27 - Enhancing Trading Strategies with AI - Comparing CatBoost and XGBoost
- September 3 - Leveraging AI and Machine Learning in Finance - A Strategic Advantage
- September 4 - Predicting Stock Returns Using Linear Regression in Finance
- September 5 - Understanding the Bias-Variance Tradeoff and No Free Lunch Theorem in Machine Learning
- September 7 - Understanding Euclidean Distance and Its Applications in Trading Algorithms
- September 8 - Understanding Gradient Descent and Its Applications in Trading Algorithms
- September 8 - Predicting Bank Failures Using Gradient Descent and Machine Learning
- September 22 - Algorithmic Trading with VeighNa and Interactive Brokers - Installation Guide and Troubleshooting
- September 29 - Automating Financial Data Collection and Uploading to Hugging Face for Algorithmic Trading
- October 1 - Backtesting NVIDIA Stock Strategies on VeighNa - Moving Average Crossover Strategy
- October 5 - Understanding the Sniper Algorithm Implementation in Algorithmic Trading
- October 12 - Correct Exchange Mapping in VeighNa to Resolve IB Security Definition Errors
- October 31 - Technical Analysis of Key NVIDIA Partners - A Comparative Study
- November 14 - Understanding Linear Regression in Machine Learning
- November 14 - Understanding Gradient Descent in Linear Regression
- December 22 - Harnessing AI for Quantitative Finance with Qlib and LightGBM
- December 22 - Adaptive Deep Learning in Quant Finance with Qlib’s PyTorch AdaRNN
- December 22 - Powering Quant Finance with Qlib’s PyTorch MLP on Alpha360
- December 24 - Understanding Score IC in Qlib for Enhanced Profit
- December 25 - A Comprehensive Guide to Qlib’s Portfolio Strategy, TopkDropoutStrategy, and EnhancedIndexingStrategy
- December 27 - Qlib’s Nested Execution for High-Frequency Trading with AI
- December 29 - Leveraging Qlib and MLflow for Unified Experiment Tracking
- December 29 - Adapting Stock Forecasts with AI