Blog

Writing from Quantarya

Notes on signal marketplaces, trading journals, automation, and the product decisions behind Quantarya. Early posts are intentionally practical: what the alpha is, why the journal matters, and how alerts become traceable strategy events.

Risk Management

June 10, 2026

5 min read

Should my quant bot always be running?

Why event-driven quant bots can run continuously, and why every serious system still needs explicit pause rules for extraordinary market regimes.

Product Notes

June 7, 2026

Quantarya is in alpha, and that is the point

Why the first version focuses on simple strategy routing, journaling, and honest product boundaries before adding marketplace complexity.

Product Thinking

June 8, 2026

A signal marketplace needs a trading journal first

The marketplace layer only becomes useful when every signal can be inspected, grouped, filtered, and audited through a durable journal.

Trading Infrastructure

June 9, 2026

From TradingView alerts to a strategy journal

How Quantarya treats TradingView as a signal source while keeping strategy IDs, trade lifecycle events, and execution metadata traceable.

Author

Christian Weiss

Christian has worked in software engineering, data platforms, and cloud infrastructure for over a decade. He currently works on large-scale AWS-based data platforms and writes about Agile delivery, estimation, planning, software engineering practices, trading systems, and the lessons learned while building Quantarya. He is also a hobby quant and the founder of Quantarya.

Software engineering

AWS data platforms

Hobby quant

Product notes

Short updates about dashboard improvements, strategy metadata, organizations, and platform changes.

Trading infrastructure

Practical writing about signal ingestion, strategy routing, journaling, and execution workflows.

Guides and thinking

Longer-form posts on how Quantarya approaches signal markets, audit trails, and strategy review.