#Quant

Articles about Quant — exploring patterns, best practices, and real-world implementations in production systems.

2 posts tagged with quant. ← All posts

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Pratik Dhanave · ·6 min read

LLM-Guided Portfolio Allocation

A hybrid allocator where a quantitative core owns the money, a language model only whispers tilts, and hard constraints plus a human bound everything before a single order goes out.

A hybrid allocator: quantitative signals set the baseline (mean-variance / risk parity) while an LLM proposes tilts from qualitative context, constrained by risk limits and human review.

#Financial AI#AI Agents#LLM#Quant
Pratik Dhanave · ·6 min read

Predicting Market Direction with ML: Walk-Forward and Leakage

How to build a quant model that predicts up-or-down moves without quietly fooling yourself into a backtest that never survives contact with real markets.

Building a quant direction model without fooling yourself: feature engineering from price/volume, walk-forward (not random) cross-validation, avoiding look-ahead and survivorship bias, and why realistic backtests beat im…

#Financial AI#Machine Learning#Trading#Quant

All posts on this site are written by Pratik Dhanave, an Agentic AI Architect with 7+ years building production distributed systems, multi-agent AI platforms, and cloud-native infrastructure. About the author → Each article includes working code, architecture diagrams, and references to the specific frameworks and standards discussed. Browse all posts or explore related topics using the tag cloud above.