A common piece of Rust perf folklore: “mark the rare branch cold, the compiler will lay out the hot one as fall-through.” I followed that advice on a streaming indicator’s warmup path. Every wrapping indicator regressed. Supertrend by 134%. This is the post I wish existed last month. The setup quantedge-ta is a streaming technical-analysis library. One of… Continue reading
RSI looks simple on paper. It’s a 0-100 momentum oscillator. Everyone knows what it looks like on a chart. Most developers assume implementing it is an afternoon’s work. It took me longer than I expected. Not because the math is hard, but because there are three places where a naive implementation produces wrong answers, and… Continue reading
Last Friday at 8pm London time, Anthropic blocked subscription-based access for third-party agents. If you were using Claude through Cursor, Cody, OpenClaw, or anything other than Claude Code or claude.ai itself, your token stopped working. I was one of those users. I run an AI assistant (OpenClaw) that augments my work: code review, calendar management,… Continue reading
Richard Donchian’s channels are among the oldest systematic trading tools. The Turtle Traders used them in the 1980s. The rules were simple: buy when price breaks above the 20-bar high, sell when it breaks below the 20-bar low. The math is equally simple: Three lines. No smoothing, no ratios, no weighting. Just the extremes and… Continue reading
Every indicator in quantedge-ta before the Stochastic Oscillator shares a design pattern: each new bar’s contribution decays over time. SMA: uniform average, old bars age out as the window slides. EMA: exponential weight, old contributions shrink but never hit zero. RSI: Wilder’s smoothing, same story. MACD: two EMAs composing. ATR: Wilder’s smoothing on True Range. None of… Continue reading