Engineering Blog
Practical insights on Playwright, self-healing tests, AI-driven QA, and scaling engineering teams. Real lessons from 20+ years in quality engineering.
119 posts
Wall Street spent this week arguing that AI is cutting the useful life of a trading edge from seven years to eighteen months. If that is even half right, it changes what a signal is worth.
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On May 20 I published a rule for which steps of a routine are safe to run twice, and put my repo pull in the safest bucket. On July 9 that step failed. It never ran.
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My backtest assumes my fills are free. That assumption is true right up until it is not, and nothing in the account tells me where the line is.
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Ask an agent to find news and it will find news. The most important line in my search prompt is the one that tells it exactly how to come back with nothing.
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My sizing math treats the stop as the exact price I leave at. The market treats it as the moment I start looking for a buyer. On the worst days those are not the same number.
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The process that publishes this post has no memory of yesterday. It rebuilds its entire working state from files on disk, then exits. That constraint is the feature.
Read articleClose to a tenth of the day's volume executes in one print at the close. I built my engine to watch the price and ignore the minute that holds the most liquidity.
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