Writing

Thinking out loud.

Short posts on quantitative finance, ML engineering, and the things I run into while building. No tutorials, no hot takes. Just what I actually learned.

Quant FinanceJun 20265 min read

Why Your Backtest Is Lying to You

Walk-forward validation, lookahead bias, and why a Sharpe ratio in a notebook means almost nothing without out-of-sample testing.

ML EngineeringMay 20266 min read

Building a Credit Scoring Model From Scratch

From raw loan data to a deployed REST API: the decisions that actually matter when you are building something a bank would recognize.

ML EngineeringApr 20264 min read

The False Positive Problem in Fraud Detection

Blocking a real customer costs almost as much as missing actual fraud. Here is how that constraint changes the way you build the system.