The Journal

Field notes from the build — systems I'm shipping, internships I'm chasing, and the occasional 3 a.m. bug that taught me something.

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Build LogJune 4, 2026·9 min read

Shorting Pepsi to Buy Coke: My First Market-Neutral Strategy (Day 4)

Day 4 of the quant challenge: I stopped betting on the market going up, built a dollar-neutral pairs trade on PEP/KO, and hit a 1.4 Sharpe, the highest I've ever seen on a backtest. Then I went hunting for the reasons it lies.

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02Jun 4 '26Shorting Pepsi to Buy Coke: My First Market-Neutral Strategy (Day 4)Day 4 of the quant challenge: I stopped betting on the market going up, built a dollar-neutral pairs trade on PEP/KO, and hit a 1.4 Sharpe, the highest I've ever seen on a backtest. Then I went hunting for the reasons it lies.Build Log9 min 01Jun 3 '26From Zero to Macro Regime Filters: My First 3 Days Building Trading Algorithms in PythonThree days into a 90-day quant challenge: from unlearning prediction to shipping a macro-reactive regime filter that made money through the COVID crash.Build Log8 min