joneFlow
Engineering notes on AI tooling, data pipelines, and trading systems.
Look-Ahead Bias in Multi-Timeframe Backtests
Four places future information leaks into a backtest that uses more than one timeframe — entry price, confirmation alignment, intrabar ordering, and timezones.
Can an LLM Analyze Stocks? Only If the Context Has a Contract
The follow-up to five production failures: how to assemble context so the model cannot confidently describe wrong inputs, and where the boundary sits.
What Actually Breaks When an LLM Analyzes Stocks
Five real failures from a running market-analysis pipeline — an API that never existed, a buy signal with no price, an inverted gap — and the checks that caught them.
Market Data WebSocket Reconnects: The Asymmetry That Matters
Two disconnects look identical at the socket layer and mean opposite things. Getting the backoff asymmetry right is most of the reliability.
The Scheduled Job That Quietly Stopped Running
A scheduler edit that touched some weekday entries and not others, the state gaps that revealed it weeks later, and why absence of output is never an alert.
What this site is
Build logs from shipping AI-assisted developer tooling and market-data systems — what gets written here, and what does not.