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We replicated a published 0DTE options paper to four decimals. One unit-scale bug reverses its headline result โ€” confirmed by the author
gexlive profile

We replicated a published 0DTE options paper to four decimals. One unit-scale bug reverses its headline result โ€” confirmed by the author

#quant #python #machinelearning #finance
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3 min read
"[260826] ํ”„๋กœ๋•์…˜ ์‹œ์ž‘ ์‹œ๊ฐ์„ ๋‹น๊ฒผ๋‹ค๊ฐ€ ๋ฐœ๊ฒฌํ•œ ์ˆœ์ฐจ ์‹คํ–‰ ๋ฌธ์ œ, ๊ทธ๋ฆฌ๊ณ  ์ƒˆ ์ฆ๊ถŒ์‚ฌ ์—ฐ๋™ ๊ฒ€์ฆ"
finaltype profile

"[260826] ํ”„๋กœ๋•์…˜ ์‹œ์ž‘ ์‹œ๊ฐ์„ ๋‹น๊ฒผ๋‹ค๊ฐ€ ๋ฐœ๊ฒฌํ•œ ์ˆœ์ฐจ ์‹คํ–‰ ๋ฌธ์ œ, ๊ทธ๋ฆฌ๊ณ  ์ƒˆ ์ฆ๊ถŒ์‚ฌ ์—ฐ๋™ ๊ฒ€์ฆ"

#quant #trading #devlog
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1 min read
"[260826] A Sequential-Execution Bug from Moving Production Earlier, and Verifying a New Broker Connection"
finaltype profile

"[260826] A Sequential-Execution Bug from Moving Production Earlier, and Verifying a New Broker Connection"

#quant #trading #devlog
Comments
4 min read
"[260824] 07:30 ๋ฆฌํฌํŠธ ์•ˆ์ „์žฅ์น˜ ์ •๋ฆฌ + ๊ทธ๋ž˜ํ”ฝ์นด๋“œ ๋ฐ˜ํ’ˆ ๊ฒฐ์ • ๋ฒˆ๋ณต"
finaltype profile

"[260824] 07:30 ๋ฆฌํฌํŠธ ์•ˆ์ „์žฅ์น˜ ์ •๋ฆฌ + ๊ทธ๋ž˜ํ”ฝ์นด๋“œ ๋ฐ˜ํ’ˆ ๊ฒฐ์ • ๋ฒˆ๋ณต"

#quant #trading #devlog
Comments
1 min read
"[260824] Tidying Up a Double-Layered Safeguard, and Un-Returning a GPU"
finaltype profile

"[260824] Tidying Up a Double-Layered Safeguard, and Un-Returning a GPU"

#quant #trading #devlog
Comments
4 min read
"[Aug 17-23] Rebuilding the Publishing Pipeline, Then Catching Signals That Fail Silently"
finaltype profile

"[Aug 17-23] Rebuilding the Publishing Pipeline, Then Catching Signals That Fail Silently"

#quant #trading #devlog
Comments
3 min read
"[260817~0823] ๋ฐœํ–‰ ์ธํ”„๋ผ๋ฅผ ์ƒˆ๋กœ ์งœ๊ณ , ์กฐ์šฉํžˆ ์‚ฌ๋ผ์ง€๋Š” ์‹ ํ˜ธ๋“ค์„ ์žก์•˜๋‹ค"
finaltype profile

"[260817~0823] ๋ฐœํ–‰ ์ธํ”„๋ผ๋ฅผ ์ƒˆ๋กœ ์งœ๊ณ , ์กฐ์šฉํžˆ ์‚ฌ๋ผ์ง€๋Š” ์‹ ํ˜ธ๋“ค์„ ์žก์•˜๋‹ค"

#quant #trading #devlog
Comments
1 min read
"[260823] Weekend A/B Verdict and Execution Pipeline Hardening"
finaltype profile

"[260823] Weekend A/B Verdict and Execution Pipeline Hardening"

#quant #trading #devlog
Comments
3 min read
"[260823] ์ฃผ๋ง A/B ํ…Œ์ŠคํŠธ ๊ฒฐ๊ณผ ํŒ์ • + ์‹คํ–‰ ํŒŒ์ดํ”„๋ผ์ธ ์•ˆ์ •์„ฑ ๋ณด๊ฐ•"
finaltype profile

"[260823] ์ฃผ๋ง A/B ํ…Œ์ŠคํŠธ ๊ฒฐ๊ณผ ํŒ์ • + ์‹คํ–‰ ํŒŒ์ดํ”„๋ผ์ธ ์•ˆ์ •์„ฑ ๋ณด๊ฐ•"

#quant #trading #devlog
Comments
1 min read
How I built an FVG trading bot for OKX and made 99% of its signals useless on purpose
xbs950812 profile

How I built an FVG trading bot for OKX and made 99% of its signals useless on purpose

#trading #python #quant #opensource
5
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4 min read
AI ๋ฆฌํฌํŠธ ์ˆ˜์น˜ ๊ฒ€์ฆ๊ธฐ - ์ž๊ธฐ์ •ํ•ฉ ๊ฒ€์‚ฌ๋งŒ์œผ๋ก  ๋ชป ์žก๋Š” ์˜ค๋ฅ˜๋“ค
finaltype profile

AI ๋ฆฌํฌํŠธ ์ˆ˜์น˜ ๊ฒ€์ฆ๊ธฐ - ์ž๊ธฐ์ •ํ•ฉ ๊ฒ€์‚ฌ๋งŒ์œผ๋ก  ๋ชป ์žก๋Š” ์˜ค๋ฅ˜๋“ค

#softwarequality #postmortem #debugging #quant
Comments
1 min read
The Outage Was 15 Seconds, the Damage Was 4 Hours 45 Minutes
finaltype profile

The Outage Was 15 Seconds, the Damage Was 4 Hours 45 Minutes

#quant #trading #devlog
Comments
3 min read
[260706~260712] ๊ฒ‰๋ณด๊ธฐ ์ง€ํ‘œ๋ฅผ ์˜์‹ฌํ•˜๋Š” ๋ฐ์„œ ์‹œ์ž‘ํ•ด, ์žฌํ˜„๋˜๋Š” ์†๋„๋กœ ๋๋‚œ ํ•œ ์ฃผ
finaltype profile

[260706~260712] ๊ฒ‰๋ณด๊ธฐ ์ง€ํ‘œ๋ฅผ ์˜์‹ฌํ•˜๋Š” ๋ฐ์„œ ์‹œ์ž‘ํ•ด, ์žฌํ˜„๋˜๋Š” ์†๋„๋กœ ๋๋‚œ ํ•œ ์ฃผ

#quant #trading #devlog
Comments
1 min read
3 Cases Where Fully Automated Trading Still Needed a Human
finaltype profile

3 Cases Where Fully Automated Trading Still Needed a Human

#softwarequality #postmortem #debugging #quant
Comments
4 min read
์™„์ „์ž๋™๋งค๋งค ์‹œ์Šคํ…œ์— ์‚ฌ๋žŒ์ด ์ง์ ‘ ๊ฐœ์ž…ํ•ด์•ผ ํ–ˆ๋˜ ์‚ฌ๋ก€ 3๊ฐ€์ง€
finaltype profile

์™„์ „์ž๋™๋งค๋งค ์‹œ์Šคํ…œ์— ์‚ฌ๋žŒ์ด ์ง์ ‘ ๊ฐœ์ž…ํ•ด์•ผ ํ–ˆ๋˜ ์‚ฌ๋ก€ 3๊ฐ€์ง€

#softwarequality #postmortem #debugging #quant
Comments
1 min read
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