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.
Building a Market Regime Detection System with Hidden Markov Models and Bayesian Filtering
Most trading strategies are designed with one implicit assumption: market behavior is static. A model gets optimized on historical data, parameters get tuned, and the system goes to production. As long as the market regime hasn't changed, everything looks...
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How AI Crypto Signals Can Reduce Losses in Sideways Markets
Most trading losses do not occur during market crashes. A significant portion emerges when markets refuse to choose a direction. Price moves....
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How AI Signals Detect Crypto Pump-and-Dump Traps: A Practical Guide for Traders
Most traders assume they become victims of crypto pump-and-dump schemes because their technical analysis is weak. The reality is different. The...
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How AI Crypto Signals Reduce Emotional Trading Errors: A Case Study of Automated Trading Systems
Most crypto traders do not lose money because of poor analysis. They lose because decisions change under pressure. Fear, greed, uncertainty, and...
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Complete Guide to OHLCV Data Cleaning in Big Data Pipelines: Frameworks, Failure Modes, and Production-Grade Implementation
Most quantitative trading failures do not begin with the model. They begin with the data. OHLCV datasets sit underneath backtesting engines, alpha...
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