Start here
A reading path
This is my working notebook from running a live, multi-strategy systematic portfolio, where an idea only counts once it survives the data, the code and the execution. The series below build on each other, so I'd take them in order. The newest piece is rarely the best place to begin.
Start with the name
What deterministic means in practice, and why it is what makes risk measurable.
How the equity curve lies
Three ways a backtest curve misleads you before the strategy has done anything.
Keeping a live book honest
The engineering that keeps data, books and systems trustworthy.