From first deposit to your first vault. Written by traders who actually run the strategies they teach.
Why on-chain quant is different. Glossary, mental models, your first paper trade.
From a hunch to a tradable rule. Signal, sizing, exits, regime awareness.
The five ways every backtest lies and how to make it confess.
Solver routes, MEV protection, mempool reality. What changes when there's no exchange.
Every backtest contains at least one of these five lies. Most contain three. The good news: you can usually catch them with five extra minutes of work. The bad news: nobody does it.
"Survivorship bias is the cheap one. The expensive one is overfitting to the date range you happened to pick."
Sometimes the boring exponential moving average is doing 90% of the work. Here's how to know.
What CowSwap, 1inch, and Across actually do when you submit a swap. With a whiteboard.
The textbook Kelly formula assumes you know your edge. You don't. Here's the half-Kelly compromise.
Sandwich attacks, JIT liquidity, priority fees. What every on-chain trader needs to understand by Tuesday.
A 3.0 over a year tells you something. A 5.0 over a month tells you nothing.
From zero to a working scanner across Hyperliquid, Drift, and dYdX. Code on screen.
An edge is a stable property of the market. It is not a great month. Here's how to tell them apart.
cbBTC/WBTC, stETH/ETH, and seven other quietly cointegrated pairs hiding in plain sight.
Cross-chain costs more than the bridge fee. The unmodeled costs are where most strategies lose money.