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Cripto Chronicles
Series
Cripto Chronicles
The crypto quant agent saga, chapter by chapter.
2 episodes
01
Sharpe Ratio -1.14 is an Engineering Win, Not a Failure
Data leakage destroyed a +0.66 Sharpe ratio into -1.14. What I learned: 7-layer architecture, 202 tests, 90x better capital preservation …
23 Apr 2026
02
When the model should say 'I don't know'
In 1998 LTCM lost $4.6 billion because its models trusted territory they had never seen. Twenty-seven years later my HMM was doing the same, …
17 May 2026