Insights / Engineering & markets
Knowledge for systems and markets.
The permanent home for what used to live only in Telegram. Written out in full rather than summarised.
Engineering
Backend, automation, AI and what it takes to keep a system running in production.
Architecture
3 materialsHow the systems are built, and why they are built that way.
How this site is built: four failures and one bypassed defence
A walkthrough of building roninsystems.dev, from prototype to a self-contained Next.js and FastAPI application. What broke along the way turned out to be more interesting than the stack.
Backtest architecture: why TradingView tests deceive you
What a backtest has to emulate before its output means anything — order queue position, partial fills, slippage, and the cost of disk I/O.
Build log: how execution accumulated constraints
Five changes to the core over six weeks, with one thing in common — none of them widened what the algorithm could do. Every one narrowed it.
Reliability
2 materialsWhat happens when something fails — and what stops a failure becoming a loss.
Reliability over strategy
A system that trades five times a month is harder to build than an aggressive bot — one bad order costs a month of work. What has to exist around the trading logic so it does not break.
Where the algorithm ends and the human begins
Why a bot executes rules perfectly and still loses where context is required, and why a person remains the last circuit breaker in an automated system.
Security
2 materialsBoundaries that hold when the input is hostile and the caller is authorised.
Stopping invoice fraud with a register that never leaves the enclave
Invoice fraud does not break cryptography. It edits a bank account on a genuine invoice, and payment goes out because nothing asks whether this vendor was ever paid at this account. Answering that needs a register — which is exactly what an attacker wants.
Authorising what an AI agent sends, not what it reads
An agent with a mailbox can send, forward and change forwarding rules — so a hostile instruction inside an incoming email is enough to make it an exfiltration channel. Inbound filtering cannot fix that. Checking the destination can.
Trading
Method, prop mechanics, copy-trading execution and risk.
Getting started
1 materialWhat is published here, and how to use it.
Method
2 materialsHow a decision is assembled: structure, liquidity, data and expected value.
Prop trading
1 materialFunded accounts: what the rules actually do to your trading, and what they cost.
Copy trading
2 materialsAccess, conditions and why a subscriber result differs from the lead account.
Copy Trading: Access and Conditions
How exchange-native copy trading works, how BingX and Bybit differ, who it does not suit, and what not to do once you are connected.
Copy Trading and Execution
Why a subscriber's result differs from the lead account, which legal limitations apply, and what to check before connecting.
Risk
1 materialMarket, platform, counterparty and custody risk, stated plainly.
FAQ
1 materialDirect answers to the questions that keep arriving.