Reading My Father's Poem '참회'
My father wrote a poem in Korean and called it 참회(懺悔), ‘Repentance.’ The full poem, followed by my short response.
My father wrote a poem in Korean and called it 참회(懺悔), ‘Repentance.’ The full poem, followed by my short response.
A mid-project retrospective on a personal automated trading platform built with Rust + Python + React. With ETF rebalancing and single-stock signal trading both in place, a record of how the safety layers — halt, block, detect, simulate — got built before going live.
The structure of walk-forward analysis, the metrics it produces (IS-OOS gap, parameter stability), a momentum-lookback tuning case, and the limits that keep it from being a universal validator.
The core constraints of the four Korean retail account types — general, ISA, pension savings, and IRP — covering tax-free thresholds, tax deductions, the 70% risk-asset cap, and access to direct foreign investment, plus a strategy-to-account mapping.
Concrete cases of look-ahead bias and survivorship bias — full-period momentum normalization, financial disclosure lag, close-on-close fills, S&P 500 reconstitution, the limits of free APIs — followed by an avoidance checklist.
Covers Markowitz’s mean-variance model as the mathematical foundation for setting asset weights, the two optimal points on the efficient frontier (Min-Variance and Tangency), and the practical adjustments that compensate for the model’s weaknesses.
MSA is a decision about which criterion to use to decompose the system. Domain boundary, data ownership, scale pattern, failure isolation — the chosen criterion creates the service boundaries, and those boundaries decide communication and data in turn.
ES and CQRS address how a system’s source of truth is shaped and how its views are separated from it. Adoption cost spreads across the system, so I lean toward adopting only when the value can be stated explicitly.
Distributed transactions are about how a single ACID transaction decomposes across services and how its pieces are reassembled. The roles and trade-offs of 2PC, Saga (Choreography vs Orchestration), and Outbox.
settings.json, CLAUDE.md, slash commands, subagents, hooks. Claude Code’s customization surface settles into four layers once you pick one axis: when does each one step in?