Longer notes on markets, engineering, software and whatever I'm building.
The first eight essays were released together as the portfolio launch collection in August 2026.
How a UCL team turned an inherited passive buoy into a live coastal sensing platform, and why data integrity, power and validation mattered more than adding another sensor.
What the live telemetry recorded, how the configuration changed during the competition and what I would redesign after the final run.
The tests, failed candidates and promotion decisions that determined which strategies could influence the competition account.
How I connected market data, strategy code, portfolio sizing, risk checks and MT5 reconciliation in the first working competition system.
A technical retrospective on target-conditioned molecule generation, property screening and predicted affinity: what each metric means, where the original FGFR2 project overreached, and how I would validate it now.
A reusable workflow for converting geopolitical events into dated, falsifiable market mechanisms using evidence boundaries, actor ledgers, causal arrows, rival explanations and update rules.
Twelve forecasts and a causal framework for how AI, energy infrastructure and modern mercantilism could reshape markets and national power.
An asset-manager reconstruction of how the US–Iran conflict moved through war-risk insurance, tanker availability, Gulf exports, refinery constraints, product cracks and crude volatility.