Welcome to the Ortisun blog.
I have been building a quantitative trading platform for a while now, and the amount of things I learned the hard way kept growing faster than my notes could hold them. This blog is the fix: a place to write down what worked, what failed, and why.
Expect posts about:
- Quantitative trading — strategy research, backtesting honestly, and the statistics that keep you from fooling yourself (deflated Sharpe ratios, purged cross-validation, realistic cost models).
- Machine learning for markets — what actually helps, what overfits, and the unglamorous data work in between.
- Software engineering — the architecture that makes a research idea survive contact with live trading.
The platform itself lives at ortisun.com. See you in the next post.