ML / Quant Engineer · Writing & Code
Reinforcement learning, MLOps, and quantitative systems — with real code and benchmark numbers from a live trading system.
More posts
When more data hurts performance, the answer is not more data — it is smarter grouping, regime detection, and a bandit that learns which groups to trust.
Cover extraction, 6-product API automation, and why I chose Gumroad over LemonSqueezy.
The follow-up: I promised to wire the tail-risk estimate into the sizing layer. Here's the opt-in, one-line patch that does it.
Why expected Q-values aren't enough, and what 51 quantiles get you that SAC can't.
Prioritized Experience Replay in 210 lines of numpy. No dependencies, O(log N) sampling, full integration with twin-critic SAC.
Tauri 2 · Rust · SvelteKit
A hands-on record of building 4 Tauri 2 desktop apps and 2 Rust TUI apps with an AI agent loop.
Python · HMM · SAC RL · IBKR
A production-style financial ML/RL systems book: HMM regimes, SAC / QR-DQN, CVaR risk control, and FastAPI serving.
LangGraph RAG + Multi-Agent System
System evidence
ChatBout AIRAG system: classify → query transform → retrieve → rerank → grade → generate → hallucination check.
Search quality: FAISS/BM25 hybrid retrieval, HyDE, multi-query expansion, Cross-Encoder reranking, RAGAS metrics.
Agent orchestration: LangGraph Supervisor + 4 workers, multi-hop chaining, FastAPI endpoints, Docker deployment.
RAG Nodes
8
Agents
4
API Routes
11
A production-oriented RAG backend that turns documents into grounded answers through an 8-node LangGraph workflow. The graph classifies the request, rewrites queries, retrieves from hybrid search, reranks candidates, grades relevance, generates the answer, and runs a hallucination check before returning the response. A second LangGraph supervisor routes complex requests across specialized RAG, Code, Analysis, and Chitchat workers, then aggregates the result. The system is exposed through FastAPI endpoints with SSE streaming, Docker deployment, RAGAS evaluation, and LangSmith tracing.
Reviewer quick read
LangGraph/RAG Manuscript Editing Workflow
System evidence
Book Writer AgentAgent workflow: outline → research → writer → editor → code review; RAG research → section edit → validation.
Vector retrieval: ChromaDB + ko-sroberta style search with file-hash incremental indexing.
Production guardrails: code/header masking, revised-block extraction, quality checks, fallback recovery.
Books
2
Chapters
45
Pipeline
9-step
A manuscript editing agent built to turn English-first or translation-heavy drafts into natural Korean technical prose. The workflow uses LangGraph for staged writing and revision, ChromaDB for style retrieval, and SentenceTransformers for semantic search over reference books and blog samples. It preserves code blocks and headings, validates revised sections, detects length collapse or meta text leakage, and falls back to source text when revision quality fails. The pipeline was used on two technical books across Tauri 2 desktop app development and Python quant trading AI.
Reviewer quick read
Statistical Arbitrage System · SAC RL · Live on IBKR
OOS Sharpe
3.716
Ann. Return
+71.5%
IBKR Live Pairs
32
An ML-driven stat-arb system, designed and operated solo — from alpha research through live execution on IBKR. The core problem with statistical arbitrage is regime dependency: cointegration that holds in mean-reverting conditions deteriorates in trending regimes, causing pair spreads to diverge without reversion. An HMM regime classifier detects the current market state in real time and routes signals to the appropriate strategy branch. A SAC RL agent handles position sizing — its entropy-maximizing objective scales exposure with predicted signal strength, automatically cutting risk when conviction is low. Entry and exit signals are generated by an XGBoost / LightGBM / CatBoost ensemble and a PyTorch TFT sequence model, trained on multi-timeframe features from FMP, FRED, yfinance, and Alpha Vantage. QuestDB stores 10 years of 5-minute bars for time-series queries, with DuckDB used for analytical feature work. Live orders execute on IBKR via ib-async.
Reviewer quick read
LLM-powered PDF Translation Desktop App
Languages
30+
LLM Backend
Claude
Platform
Native
A Tauri 2 native desktop app for reading English technical books in your native language, paragraph by paragraph. The original approach attempted to fine-tune T5 and fairseq models directly on Korean–English pairs — this was abandoned when the Korean training corpus proved too thin, producing token-level noise instead of coherent output. The architecture was rebuilt around Claude Haiku via the Anthropic API, with the Rust backend handling all network I/O through reqwest, while pdfjs-dist on the SvelteKit frontend extracts and segments paragraph-level text blocks from PDF files. An SSE-streamed Ask AI panel lets users ask questions mid-read, injecting the current page text as context so answers are always relevant to what's on screen.
Reviewer quick read
Goal Management Desktop App with Built-in AI Coach
LLM APIs
2
Methodology
3-in-1
Storage
Local-first
A Tauri 2 desktop app that replaces three separate productivity tools — Mandala Chart, GTD, and Pomodoro — with one coherent workflow. The Mandala Chart gives goals a spatial structure: each outer cell expands into its own 3×3 action plan, with a drill-down navigator that moves through hierarchy levels. GTD state management runs as an explicit state machine in Rust, tracking items across Inbox → Next Actions → Waiting → Done with enforced transitions. Pomodoro sessions drive the focus cycle and write session data to DuckDB through the Rust backend, keeping everything local-first with no cloud dependency. An Ask AI feature injects the current goal and its context into an OpenAI/Anthropic prompt and streams the coaching response back via SSE.
Reviewer quick read