Blog

Notes on quantitative research, factor models, machine learning, and Python engineering.

A Practical Checklist for Factor IC Evaluation

How I evaluate an alpha factor before it ever enters a backtest — IC, IR, decay, turnover, monotonicity.

What actually changes when you rewrite a futures tick pipeline from pandas to Polars — memory, query cost, and a few footguns.

Notes from my thesis: PCA vs IPCA vs conditional autoencoder, and what each one reveals about the Chinese market.