Julian Wiley

Project Write-Up: [Project Name]

February 14, 2026· 2 min readProjects

A detailed write-up of the [Project Name] project -- architecture, implementation, and lessons learned.

ProjectMachine Learning
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Overview

<!-- Brief 2-3 sentence overview. What is this project and what does it do? -->

This post is a detailed write-up of [Project Name], a project I built to [brief purpose]. The project is available on GitHub.

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Motivation

<!-- Why did you build this? What problem were you trying to solve? -->

The motivation for this project came from [explain context]. I wanted to explore whether [hypothesis or goal].

Architecture

<!-- Describe the system architecture. Use a mermaid diagram if helpful. -->

The system is composed of three main components:

<Mermaid>{graph LR A[Data Ingestion] --> B[Feature Engineering] B --> C[Model Training] C --> D[Evaluation] D --> E[Deployment]}</Mermaid>

Data Pipeline

<!-- Describe data sources, preprocessing steps, and storage. -->

Data is sourced from [source] and processed through a pipeline that:

  1. Ingests raw data from [source]
  2. Cleans and validates the data
  3. Engineers features for model consumption

Model Architecture

<!-- Describe the ML model(s) used. -->

I evaluated several approaches:

ModelProsCons
Random ForestInterpretable, fastLimited on sequences
LSTMHandles sequences wellSlow to train
Gradient BoostingStrong tabular performanceRequires careful tuning

Technology Stack

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Implementation

<!-- Walk through key implementation details with code snippets. -->

Key Code Highlights

class AlphaFactor:
    """Base class for alpha factor computation."""
    
    def __init__(self, lookback: int = 20):
        self.lookback = lookback
    
    def compute(self, df: pd.DataFrame) -> pd.Series:
        raise NotImplementedError

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When computing rolling features on financial data, always be careful about look-ahead bias. Use .shift(1) to ensure you only use data available at prediction time.

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Results

<!-- Present results with metrics, charts, or tables. -->

Performance Metrics

MetricValue
Sharpe Ratio1.42
Max Drawdown-8.3%
Annual Return12.7%

Key Findings

  1. Finding 1 -- Description
  2. Finding 2 -- Description

Challenges and Lessons Learned

<!-- What went wrong? What would you do differently? -->

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One of the biggest challenges was [describe challenge]. In hindsight, I would [what you'd do differently].

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  • Challenge 1 -- How you overcame it
  • Challenge 2 -- How you overcame it

Future Work

<!-- What's next for this project? -->
  • Implement [feature]
  • Explore [technique]
  • Deploy to [platform]