Strata
A data store that throws nothing away
Market, fundamental, options and alternative data, kept as immutable layers laid down
over time. The first thing any ingest does is write the vendor's response to disk
exactly as it arrived. Parsing into queryable tables is a separate step that can be
re-run at any time, against data already on disk.
That ordering is the whole design. Re-parsing costs nothing; re-downloading costs money
and, for anything historical, is often simply impossible — the vendor no longer serves
what they served you last year. Nothing is ever overwritten, so a number can always be
traced back to the exact payload it came from.
Records key on identifiers that do not churn rather than on ticker symbols, which get
reassigned to different companies over time and will silently corrupt a history that
trusts them.
The repository holds the pipeline, not the data. The data is reproducible from the raw
layer; the code that interprets it is what needs review.
A systematic trading platform
A live engine and a research backtester, built on one shared contract layer. The same
strategy code runs in both, which means a score computed in research and the same score
computed in production agree exactly. If they ever disagreed, one of them would be
lying, and there would be no way to tell which.
Responsibilities are split so that no component can do damage outside its remit. One
service is the sole custodian of the broker token and holds nothing else. A separate
single-threaded process is the only thing permitted to write to the tables that
represent money. The research side cannot import the production side, or the reverse —
a rule enforced by a test rather than by good intentions.
It scores equities daily, generates model-driven allocations, and places orders through
brokerage APIs. It runs unattended, which is a claim that only means anything alongside
the monitoring that tells me when it has not.
Deliberately unnamed here. It is an internal system with no customers, and a published
name collides with a large asset manager in the same sector for no benefit.
Second Chance Studio
A client review system
Clients ask for changes in email, in meetings, and in passing. Studio turns each one
into a tracked request, and where code has to change, into real work on a branch of the
client's own site.
The client and their account manager then open a single link and choose between the
options on the live page — not in a document describing the page, and not from
a screenshot of it. Decisions come back attached to the request, land on any linked
issues, and get written into the site.
Every round is kept. Two years on, when somebody asks why a page says what it says, the
answer is recorded rather than remembered.
Approval happens on the real page. A screenshot is a picture of a decision, not the
decision.
A brokerage accounting pipeline
Options trading generates a volume of transactions that is tedious to account for by
hand and easy to get subtly wrong. This pulls trade activity from the brokerage API,
computes FIFO cost basis, and posts the resulting journal entries to QuickBooks Online.
It reuses the trading platform's token custodian rather than holding broker credentials
of its own, so there is exactly one component in the estate that can refresh them and
exactly one place to look when authentication fails.
I run it against my own books. That is the only honest way to find out whether a
thing that touches accounts actually works.