Writing
Notes from compiling alpha.
Patterns, opinions, and the occasional rant on the quant-tooling stack. Grounded in what sigc actually ships.
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Reading sigc syntax: a 5-minute tour
A .sig file is four blocks. If you have read pandas before, you can read sigc. This is a guided tour of the syntax with three working examples and the operators you will use most.
dsllanguagetutorial -
Compiling an alpha idea: the stages between notebook and prod
A signal does not jump straight from a research notebook to a live trading account. It goes through stages. sigc makes those stages explicit, in the same binary, with the same operator semantics.
compilerworkflowproduction -
Why every quant fund rewrites the same backtester
Every desk that scales past a few researchers ends up writing the same typed signal language. We have seen the failure modes that drive it. This is why sigc treats the strategy as a program.
backtestingengineeringinfra