One post tagged with "candle"

Your model says buy. Your risk engine says no. Who wins?

In most trading stacks the honest answer is "whoever is louder." A Python notebook model outshouts a config-file risk limit by default. But there is a sharper question hiding behind that one, and it changes the outcome: what happens when the model is wrong, and the architecture is built so it cannot hide?

This is the story of a two-plane algorithmic trading stack in Rust — four crates, 388 tests, zero failures — where an ML model fitted with Hugging Face's candle was given every chance to earn its place, and then lost to a momentum factor on out-of-sample data. The model did not fail because someone judged it unworthy. It failed because it could not show a number, and the thing that checked the number lived in a different process and a different dependency graph.

That is the design. Everything else in this build follows from it.