Alexey Golev
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We Enabled Tracing on Our ML Serving Platform. Documentation Said 1–150ms. We Measured 700ms.

We run machine learning models in production, serving real-time traffic. When our managed serving platform introduced built-in tracing, we wanted to enable it. Tracing promised visibility into inference behaviour — input shapes, intermediate steps, output payloads. The documentation stated the expected latency overhead was 1–150ms. We enabled it on a

By Alexey Golev 05 Apr 2026

Building a UCITS‑Only Quarterly Top‑5 Rank‑Weighted Momentum Strategy

An end-to-end implementation of a UCITS‑compliant quarterly momentum rotation strategy, complete with Bayesian parameter tuning, walk‑forward validation and practical insights from real‑world retail constraints.

By Alexey Golev 18 Jul 2025

Hierarchical Risk Parity (HRP) for Crypto Portfolio Optimisation

Analysis of Hierarchical Risk Parity (HRP) for crypto portfolios. Comparing HRP variants vs Bitcoin holding over 3 years with surprising results on portfolio optimisation strategies.

By Alexey Golev 17 Jul 2025
Alexey Golev
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