Research notes
Working notes from live projects: what broke, what we measured, and what we changed. No tips, no calls, no positions.
The SEBI algo framework, in plain terms
What the February 2025 circular actually asks of retail algo traders, what your broker has to do, and which parts affect you if you run you…
Nine ways a backtest lies to you
A field guide to the failures we find most often when auditing strategies that looked excellent right up until they went live.
Slippage is a strategy parameter, not an accident
Once you measure fills properly, entry timing stops being a detail and becomes one of the cheapest improvements available to a live system.
Running a strategy that survives a bad night
Reconnects, stale feeds, duplicate orders, forgotten positions: the failure modes that decide whether a bad session costs you a little or a…