Mind Log & Decision Records
A defensible record of mathematical and infrastructural trade-offs.
ADR-01IN PRODUCTION
Polars over Pandas for tick-level simulation
Context: Backtests on tick-level order book data were exceeding memory limits on local research servers.
Chosen Rationale: Polars. Vectorized multi-threaded execution reduced memory footprint by 15x.
Accepted Trade-off: Thinner ecosystem for niche econometrics; solved via lightweight numpy bridges.
ADR-04IN PRODUCTION
Regime-switching stochastic volatility over GARCH-Copula
Context: Convexity trap modeling required recognizing regime divergence where standard volatility hedges break.
Chosen Rationale: Regime-switching volatility because tail-risk survival depends on regime boundaries, not interiors.
Accepted Trade-off: Calibration is computationally heavier and sensitive to state-count hyperparameter specification.