I'm Kacem. I build low-latency trading systems and write about quantitative finance, software engineering, distributed systems, and AI.
Read the writing → FIN 2SWE 1DS 1AI 1 Last 2026-10-20
FIN SWE DS AI
Quant finance
Pricing, risk, market microstructure, backtests that survive contact.Software engineering
Type systems, tooling, and code that stays readable at 3 a.m.Distributed systems
Spark, storage, streaming, consensus — and the failure modes between.AI
Models in production: evaluation, inference cost, agents.- FINExpected Shortfall vs. VaR: what the number actually promisesDraftVaR tells you a threshold; ES tells you what the bad days cost. Why Basel moved, why desks still quote VaR, and what I learned implementing both on the same pipeline.
- DSSpark 4 on a modern JVM: Java 21, Java 25, and the APIs worth caring aboutDraftWhat changed in Apache Spark 4, how it behaves on Java 21 and the Java 25 LTS, and the API additions that actually alter how a risk engine gets written.
- SWEReading CUDA release notes like a systems engineerDraftWhat actually changes between CUDA toolkits, which of it matters for latency-bound code, and a running log of the releases I've tracked.
- FINmarket-risk-quant: three VaR methods on one bookDraftA Value-at-Risk platform that runs Parametric, Monte Carlo and Historical Simulation over the same positions in the same job, reports Expected Shortfall alongside, and treats the disagreement between methods as the output.
03 — Tape Markets Models Illustrative · hover to pause