CURRENT STATE · UPDATED JUN 2026
Now
What I'm working on, June 2026. Refreshed when something changes. Format borrowed from Derek Sivers.
Just done
- Saoirse @ ISDC, Washington DC. Spoke at the Saturday Gala Dinner, ~300 aerospace scientists in the room. Standing ovation. Project page: Saoirse →
Building
- ATLAS v7. Mamba-2 + cross-attention RL trader inside trading-algo. v7 loads and scores, blocked in-sample. Pivoting the architecture toward a LightGBM ranker for the same dataset.
- kite-algo engine. Read-only side and ops CLI done. Filling in order management, position reconciliation, and the risk layer.
Researching
- Market data. Retail feeds don't have the depth-of-book or microstructure detail to validate scaling. Reading the Polygon / Algoseek / Refinitiv academic licenses.
- LLM market alpha. Working through FinGPT, BloombergGPT, and the LLM-trading critique papers. Short answer: no, at least not from news-sentiment or filing-summary prompts. Notes →
- Insider Form-4 microcaps. One opportunistic edge in progress. Scanner, alert pipe, and sizing rules already wired.
- Probability foundations. Hacking, then Pearl, then back to Knight. List →
Operating
- Live US + India. Claude Code drives
ibkr_toolandkite_toolon small capital. Multi-layer safety gates, per-order confirmation. Testing phase. Returns near the S&P benchmark. Goal right now is the execution loop, not alpha. - worldmonitor-mcp. Maintaining the MCP server the trader uses for research. →
Reading this week
Knight, Risk, Uncertainty and Profit, ch. 7–8. López de Prado, Advances in Financial Machine Learning, ch. 11. SEBI April 2026 market-protection circulars — directly affects kite-algo's order routing.
Not doing
- Hackathons.
- New side projects.
- Twitter/X.
mahimn · now · last refreshed jun 20, 2026