Writing on trading systems, backend engineering, and AI tooling.https://elitekaycy.com/https://elitekaycy.com/blog/series/qkt-architecture/chapter-25-what-this-teaches/https://elitekaycy.com/blog/series/qkt-architecture/chapter-25-what-this-teaches/Chapter 1 opened with a claim that trading is a loop: watch a price, decide something, maybe act, see what happened, repeat. Twenty-three chapters later that is still true, and it is worth admitting...Mon, 16 Nov 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-24-one-strategy-end-to-end/https://elitekaycy.com/blog/series/qkt-architecture/chapter-24-one-strategy-end-to-end/Every chapter so far has taken the system apart along a different plane. Here is the event bus. Here is the ledger. Here is what a bracket becomes on a venue that has never heard of brackets.Mon, 09 Nov 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-23-performance/https://elitekaycy.com/blog/series/qkt-architecture/chapter-23-performance/It would be easy to assume a trading engine's performance story is about speed in the way a benchmark means it — microseconds to a venue, a race against somebody else's machine.Mon, 02 Nov 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-22-observability/https://elitekaycy.com/blog/series/qkt-architecture/chapter-22-observability/A strategy has been running for six days. Someone looks at the account and a number is wrong — not catastrophically, just wrong enough that it cannot be ignored. The position is smaller than it...Mon, 26 Oct 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-21-portfolios/https://elitekaycy.com/blog/series/qkt-architecture/chapter-21-portfolios/A strategy that makes money in a trending market usually loses it in a ranging one. That is not a flaw in the strategy — it is what "a strategy" means. A momentum system is a bet that moves continue;...Mon, 19 Oct 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-20-backtest-live-parity/https://elitekaycy.com/blog/series/qkt-architecture/chapter-20-backtest-live-parity/Chapter 1 stated a requirement and then spent nineteen chapters paying for it:Mon, 12 Oct 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-19-resilience/https://elitekaycy.com/blog/series/qkt-architecture/chapter-19-resilience/Everything built so far lives in memory. The ledger from Chapter 5, the risk state from Chapter 6, the order tree from Chapter 18 — all of it is objects in a running process, and every one of those...Mon, 05 Oct 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-18-the-order-lifecycle/https://elitekaycy.com/blog/series/qkt-architecture/chapter-18-the-order-lifecycle/A strategy says `BUY btc SIZING 0.1`. Chapter 1 called the result an order, and for a market order that is almost the whole story: it goes, it fills, it's done.Mon, 28 Sep 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-17-brokers/https://elitekaycy.com/blog/series/qkt-architecture/chapter-17-brokers/A strategy says *buy gold, with a stop below and a target above*. That sentence is venue-agnostic. Nothing about it is.Mon, 21 Sep 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-16-the-live-runtime/https://elitekaycy.com/blog/series/qkt-architecture/chapter-16-the-live-runtime/Everything so far has run in a world that waits. A backtest reads the next tick when it is ready for one. If a computation takes a second, history politely pauses. Nothing arrives unasked, nothing...Mon, 14 Sep 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-15-historical-data/https://elitekaycy.com/blog/series/qkt-architecture/chapter-15-historical-data/Every number Chapters 8 through 11 produced rested on an assumption nobody stated: that the data underneath was actually there.Mon, 07 Sep 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/posts/hello-world/https://elitekaycy.com/blog/posts/hello-world/The first post on this site — and a quick note on how the blog itself is put together.Wed, 02 Sep 2026 00:00:00 GMTmetahttps://elitekaycy.com/blog/series/qkt-architecture/chapter-14-indicators/https://elitekaycy.com/blog/series/qkt-architecture/chapter-14-indicators/An indicator is the most familiar object in trading software. A moving average is an average. A Bollinger band is a mean plus so many standard deviations. Ask anyone who has used a charting package...Mon, 31 Aug 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-13-parsing-and-compiling/https://elitekaycy.com/blog/series/qkt-architecture/chapter-13-parsing-and-compiling/At the end of the last chapter there was a text file and a promise. The file said `WHEN ema(btc.close, 9) CROSSES ABOVE ema(btc.close, 21)`, and the promise was that "compiles" would mean something...Mon, 24 Aug 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-12-why-a-dsl/https://elitekaycy.com/blog/series/qkt-architecture/chapter-12-why-a-dsl/Here is a complete trading idea, stated the way a trader would state it to another trader: *buy when the nine-bar average crosses above the twenty-one bar average, and get out when it crosses back.*Mon, 17 Aug 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-11-backtest-fidelity/https://elitekaycy.com/blog/series/qkt-architecture/chapter-11-backtest-fidelity/Here is a trade. You are short one lot of something at 100, with a stop-loss at 103 to cap the damage and a take-profit at 97 to bank the win. Ordinary, unremarkable, the kind of bracket a strategy...Mon, 10 Aug 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-10-parameter-sweeps-and-walk-forward-analysis/https://elitekaycy.com/blog/series/qkt-architecture/chapter-10-parameter-sweeps-and-walk-forward-analysis/Chapter 9 showed one way a backtest report can lie to you: a headline number, like a triple-digit Sharpe ratio, that looks spectacular purely because the sample behind it was too short or too...Mon, 03 Aug 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-09-backtest-reporting/https://elitekaycy.com/blog/series/qkt-architecture/chapter-09-backtest-reporting/Two strategies finish a backtest with the exact same headline: total P&L of $10,000. Strategy A made it in one enormous trade in the third week, and was flat or slightly losing everywhere else....Mon, 27 Jul 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-08-deterministic-replay/https://elitekaycy.com/blog/series/qkt-architecture/chapter-08-deterministic-replay/Part II built the things that have to be *correct*: one true position, a supervisor that can say no, arithmetic that does not drift. This part is about something different — how you ever come to...Mon, 20 Jul 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-07-exact-arithmetic/https://elitekaycy.com/blog/series/qkt-architecture/chapter-07-exact-arithmetic/Every number this book has discussed so far — a fill price, a position's quantity, a realized gain, an account's equity — is, underneath, just a number stored in a computer's memory. And there is a...Mon, 13 Jul 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-06-the-risk-engine/https://elitekaycy.com/blog/series/qkt-architecture/chapter-06-the-risk-engine/A strategy's logic is built to answer one question, over and over: given what the market just did, should I buy, sell, or wait? It is not built to answer a very different question: *am I currently in...Mon, 06 Jul 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-05-position-tracking-and-pnl/https://elitekaycy.com/blog/series/qkt-architecture/chapter-05-position-tracking-and-pnl/The last four chapters built the half of the loop that *observes*: ticks arrive, an event bus orders them, a candle builder compresses them. None of it touches money. A strategy watching all of that...Mon, 29 Jun 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-04-candles/https://elitekaycy.com/blog/series/qkt-architecture/chapter-04-candles/Anyone who has ever glanced at a stock or crypto chart has seen candles, even without knowing the word for the underlying object. Each one of those small red or green shapes on the chart is a summary...Mon, 22 Jun 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-03-the-event-bus/https://elitekaycy.com/blog/series/qkt-architecture/chapter-03-the-event-bus/Start with a concrete problem. The `Engine` sketched back in Chapter 1 knew about exactly one `Strategy` and one `Broker` — wired in by name, in its own constructor:Mon, 15 Jun 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-02-qkt-as-a-subject/https://elitekaycy.com/blog/series/qkt-architecture/chapter-02-qkt-as-a-subject/Chapter 1 ended with a sketch of the loop: three types, about twenty lines. And it isn't wrong, either — a tick arrives, the strategy decides, the broker answers, the books update. That genuinely is...Mon, 08 Jun 2026 00:00:00 GMTtradingsystems-designkotlinhttps://elitekaycy.com/blog/series/qkt-architecture/chapter-01-what-a-trading-engine-is/https://elitekaycy.com/blog/series/qkt-architecture/chapter-01-what-a-trading-engine-is/Strip away the mystique. Trading is a loop, repeated relentlessly, forever:Mon, 01 Jun 2026 00:00:00 GMTtradingsystems-designkotlin