$ zkQuant_
from zero knowledge
I'm a fullstack engineer (.NET / React) learning quantitative trading from scratch — in public, with all the code, backtests, and losses on the table. No signals, no courses, no "one weird trick." Just an engineer's honest attempt to find out whether a retail-sized systematic edge exists, and working open-source tooling either way.
// the rules
- Everything is public. Strategies, code, P&L — wins and losses.
- Paper before live. No real money until the process survives 60 days.
- Defined risk only. Max loss known at entry, every trade.
- Backtests are guilty until proven innocent. Fees, slippage, out-of-sample — or it doesn't count.
- Not advice. This is a learning journal, not a recommendation.