Essays · Operations Intelligence, AI and Quant
Hossein Narimani — Writing
In-depth writing on quant system design, operational AI, SaaS architecture, custom AI agents and founder execution systems.
What Makes an Automated Trading Strategy Good? Real Criteria Beyond a Beautiful Backtest
Most strategies that look excellent in a backtest were never designed to survive production.A trading bot is not good because its equity curve rises. It is good because its decision logic, execution, and risk controls remain coherent under real market...
Read more →Common Mistakes in Market Regime Detection: Why Moving Average Crossovers Fail
Why Most Market Regime Detection Systems Fail in PracticeA quant team I worked with had built a Market Regime Detection system on a Moving Average...
Read more →
Can Quant Trading Strategies Be Trained From OHLCV Data Alone?
Most people asking "can you train a strategy on OHLCV data" are really asking something else: "can I train a model on past prices and make money...
Read more →
Deep Learning Prediction Models for Stock OHLCV Data: A System Design Framework
The Real Problem: Why Deep Learning on OHLCV Data Usually DisappointsMost teams building deep learning models for stock prediction start with the...
Read more →
The Real Cost Equation of Quant Systems: A Component-Level Model
The Problem: Quant System Costs Are Always Higher Than the Spreadsheet ShowsMost teams calculate the cost of a quant system by adding up servers,...
Read more →