Job Description
A hedge fund quant is awake at 2am.
He types:
Give me 1s and 0s for when the Big 7 tech stocks are in regime 1 but the rest of the NDX 100 is in regime 0.
When are the generals marching but the army isn't following?
You might assume this means aligning 100 equity time-series, handling missing bars, resampling to common frequency. It doesn't. You call 100 functions. Same interface: price array in, binary state out. The alignment and warmup are encapsulated. Not your problem.
Thirty seconds later he has a single boolean vector. Back to 1985.
A macro trader is reading on a Sunday morning.
She types:
Combine Gold, TLT (bonds), and VIX into a single fear index. Give me 1s and 0s.
One number that tells her when all the fear assets agree.
You might assume this means reconciling trading hours, holidays, futures vs ETFs. It doesn't. Three function calls. Compose the outputs. Each function is stateless and self-contained. Same signature. Same behavior.
A crypto t...
He types:
Give me 1s and 0s for when the Big 7 tech stocks are in regime 1 but the rest of the NDX 100 is in regime 0.
When are the generals marching but the army isn't following?
You might assume this means aligning 100 equity time-series, handling missing bars, resampling to common frequency. It doesn't. You call 100 functions. Same interface: price array in, binary state out. The alignment and warmup are encapsulated. Not your problem.
Thirty seconds later he has a single boolean vector. Back to 1985.
A macro trader is reading on a Sunday morning.
She types:
Combine Gold, TLT (bonds), and VIX into a single fear index. Give me 1s and 0s.
One number that tells her when all the fear assets agree.
You might assume this means reconciling trading hours, holidays, futures vs ETFs. It doesn't. Three function calls. Compose the outputs. Each function is stateless and self-contained. Same signature. Same behavior.
A crypto t...
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