How I Audit a Live Quant System (And What I Found Today)
Most people running a quant system worry about one thing: does the model predict correctly? That’s maybe 30% of the problem. Today I ran a full audit on my BTC and XRP live strategies. Found two serious issues. One system got suspended. Here’s exactly what I checked and what broke. The 4-Dimension Audit Framework After running live for a few days, I realized I needed a structured way to verify the full pipeline — not just “is the model loaded correctly.” ...