I come from computer science. When I arrived in Chicago I discovered quantitative finance - a world where mathematics, statistics, and markets intersect in ways I hadn't imagined. But reading papers and textbooks felt too abstract. Coming from an engineering background, I decided the best way to learn was to build.
These posts document that journey: the theory I had to absorb, the bugs that cost me weeks, and the deeper questions that keep pulling me forward. I'm still early in this path. That's the point.
Francesco D'Angolo
I came from Computer Science. I knew nothing about statistical arbitrage. Here's what happened when I decided to build one anyway — the theory I had to learn, the bugs that cost me weeks, and what I'd do differently.
