The most dangerous code in a trading repo is the throwaway research notebook. One structural rule, dependencies that flow in a single direction, keeps it out of production and turns invisible coupling into a number you can grep.
Using a floating-point number for money is a classic bug, but in a trading system it does not just round a penny wrong: it silently mis-sizes a live position. Here is why, and why a Money type is not the fix you think it is.
A series mining the PhD thesis on London and UK office buildings (Azhari, 2025). Key takeaway. A commercial lease is energy policy in disguise: whether a landlord can refurbish, sub-meter, recover capex or oblige a tenant to share data is set by the lease, not physics.
A beautiful equity curve is the default outcome of a backtest, not an achievement. Here is why every retail quant failure mode is biased toward optimism, and the one habit that survives contact with a live market: suspicion over celebration.
An analysis of the new ScenarioMIP design for CMIP7 (Van Vuuren et al., 2026), and what it means for science, disclosure standards, banks, lenders and real estate..
A series mining the PhD thesis on London and UK office buildings (Azhari, 2025). Key takeaway. In a multi-let office the organisation that pays for the boiler is rarely the one that benefits from replacing it, so the split incentive shapes energy outcomes more than any building characteristic.
An introduction to my book, "Building a Production Quant Trading System", a practitioner's guide to the unglamorous 90% of systematic trading: why I wrote it, what to expect, and what not to expect.