https://mechanicalsnail.com/tags/quantitative-finance/Recent content in Quantitative Finance on Mechanical Snailhttps://mechanicalsnail.com/images/logo.pnghttps://mechanicalsnail.com/images/logo.pngHugo -- 0.152.2en-usSat, 22 Nov 2025 10:00:00 +0100https://mechanicalsnail.com/posts/ai-financial-agent/Sat, 22 Nov 2025 10:00:00 +0100https://mechanicalsnail.com/posts/ai-financial-agent/The architecture of production AI trading systems: data pipelines, feature engineering, prediction models, risk management and backtesting under adversarial market dynamics.https://mechanicalsnail.com/posts/columnar-storage-golang-financial/Wed, 26 Mar 2025 10:00:00 +0100https://mechanicalsnail.com/posts/columnar-storage-golang-financial/Building a columnar storage engine in Go: cache-friendly memory layout, fixed-point decimal arithmetic for financial precision, SIMD-friendly aggregations, and honest benchmarks.https://mechanicalsnail.com/posts/ai-nordic-power-risk/Tue, 10 Dec 2024 10:00:00 +0100https://mechanicalsnail.com/posts/ai-nordic-power-risk/Machine learning risk models for Nordic power futures and Guarantees of Origin portfolios: why historical VaR underestimates fat tails and how ML captures non-linear weather dependencies.https://mechanicalsnail.com/posts/financial-dsl-rust/Thu, 29 Apr 2021 12:00:00 +0100https://mechanicalsnail.com/posts/financial-dsl-rust/Designing a type-safe DSL in Rust for valuing futures and forwards: the pricing mathematics, a typed expression language, and an evaluation engine for portfolios of thousands of instruments.