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Investing on my own: a 22-part research journal
Twenty-two notes on my solo investment research: ideas, failed tests, data limits, and operating experience.
I have been researching investments on my own, from simple crypto rules to event studies, relative-value trades, and the software around them. This series includes the experiments that failed and the work that stopped at missing data.
The early articles follow the starting process; later ones are grouped by strategy. The final three discuss research, backtesting, and operations. Evidence is reviewed through September 22, 2026. These are research records, not investment recommendations or promises of future returns. Simulated amounts are not my actual account balances.
- I started researching investments on my own
- I asked an LLM to invent trading factors
- Would buying a sharp crypto dip work?
- Do prediction-market traders act on what they say?
- I tried reinforcement learning too
- The kimchi premium was more complicated than I expected
- Could I collect funding and wait?
- I revisited established crypto factors
- When related coins drifted apart
- Was trading an exchange announcement already too late?
- I studied TRUMP and MELANIA after the fact
- I followed Korean buyback disclosures
- I looked for other opportunities in Korean equities
- What if a stock and its future have different prices?
- Gold had different prices in different markets
- I compared crypto futures maturities and collateral
- I looked for differences in option prices
- Looking for inconsistent prices and skilled wallets
- What if I compared prediction markets with crypto options?
- Building a research engine: what should AI handle?
- Building a faster backtest engine I could trust
- Building an operating engine: after leaving the bots on