John Kingola @Astralchemist

Education

• Sep 2022

  Mount Kenya University · Computer Science

Projects

1. Signly

   Forex signal verification

   Live

   Verify Telegram trading signal channels before trusting them.

   5 iterations · 11 mo to product · 5 what-if exits

   Hard: Parsing free-text signals reliably, and defining a verdict that penalises stop-loss indiscipline instead of rewarding win rate.

   signlyanalytics.com

   Python · FastAPI · Polygon · PostgreSQL

2. Rig

   Semantic codebase graph over MCP

   npm v0.1.5 · Show HN

   npx rig-constellation gives a coding agent a map of the codebase instead of grep. Local-first, no key, nothing uploaded.

   ~100 commits, 4 days · 6 index stages · 3 agents wired

   Hard: About 100 commits in four days to v0.1.5, stable per-project ports, and keeping the map live during indexing.

   npm: rig-constellation · Source

   TypeScript · MCP · Node · SQLite

3. CreditWatch

   Cloud-credit runway from the menu bar

   1.0.0 released 2026-09-21

   Answers one question: how long does the prepaid GPU credit last at the current burn.

   10% runway buffer · 72 h history kept · 1.0.0 not 0.1.0

   Hard: The account schema documented balance. A live account proved the spendable figure is credit. Windows and Linux were built and unit tested but not claimed, because no human had run the installed binary.

   GitHub release 1.0.0 · CHANGELOG and ROADMAP

   Kotlin · Compose Desktop · SQLite · Keychain

4. Liquidity Engine

   BTC order-book research, pre-registered

   Public · negative result

   A deterministic Rust engine that records BTC perpetual order books on three venues, replays them exactly, and tested a market-making strategy that does not work at retail fees.

   47–67% variance from OFI · 41–66 ticks drift at 1 s · 3 venues, exact replay

   Hard: Measuring what a fill costs. Probes resting at the touch saw 41 to 66 ticks of adverse drift within one second on every venue, in every session, under every fill model.

   Evidence page · Study, eleven figures · Source

   Rust · WebSocket feeds · L2 queue model · Python figures

5. Trading Strategy Library

   Public quant work

   Open source

   A strategy catalogue plus research tools, from indicator to execution to statistics.

   4 strategy families · 5% max risk per trade · 1:1 breakeven move

   Hard: Keeping research honest. The research suite is labelled research-only in its own README, and that label stays.

   Quant-Algos · Expert-Advisor v0.5.1 · MT5 Expert Advisor

   Python · MQL5 · NumPy · QuantConnect Lean

6. Backtest API

   Trading infrastructure

   Private, described architecturally

   Backtest as a service: the boring parts, built so the same strategy is never computed twice.

   5×3 pairs × timeframes · 60/min rate limit · hash cache key

   Hard: Cache keys that survive strategy edits. The same strategy is asked for a hundred ways, so the key is the strategy hash, not the request.

   Private repo, architecture only

   Python · FastAPI · TimescaleDB · Redis · Docker

7. StickyInc

   Commitment pane fed by MCP

   v0.5.1 · v0.6 in review

   Tell an LLM to call the dentist Friday, an MCP tool call fires, and a checkbox appears on screen. No backend, ever.

   0 backends · 4 agent CLIs detected · every tag released

   Hard: Detecting whichever agent CLI is installed without asking for a key or a config file.

   Releases

   TypeScript · Rust · Tauri · MCP

Also: Zoetrope (Rust, deterministic HTML-to-video, pre-alpha); Cernos (strategy research in Rust, gauntlet tests and verdicts against the market's drift, pre-alpha); Trading-System-CI (QuantConnect Lean in Docker with an Optuna rebate optimizer); Meridian, Ledgerly (client and SaaS platforms, Docker-first Next.js and Postgres).

Upstream fixes to quant and trading libraries

Bugs found by reference-value tests and benchmarks, reproduced with failing tests, and reported with a fix.

• ffnThe ulcer performance index was not annualised, rounding residue counted as tracking error, short lookbacks missed month-end anchors, and 3y, 5y and 10y returns were reported without enough history. Four PRs merged, credited by name in the v1.3.0 release notes.
• skfolioDrawdown measures ignored a loss on the first observation, so they disagreed with the optimizer. PR merged the same day, listed in the v1.4.1 release notes.
• quantstatsThe probabilistic Sharpe ratio used the wrong kurtosis and could return a probability above 1. All three bugs confirmed by the maintainer, fixed in v0.0.82.
• Databento dbnThe symbol map stored one entry per day per mapping, 1.73 GB at 20,000 instruments, and the test suite failed without a feature flag. Both fixed by the maintainers, released in 0.71.0 and 0.72.0.
• gs-quantGoldman Sachs' toolkit: a correlation crash, Sortino computed over losing days only, Sharpe on two clocks, an RSI seed, and backtest P&L that counts the starting capital. Six issues and five fix PRs open; the first was reproduced independently by another contributor.
• QlibMicrosoft's risk_analysis max drawdown ignored a loss in the first period, the same bug as skfolio's. PR open.
• barter-rsThe tear sheet showed the loss rate as the win rate, and got profit factor and Sortino wrong. PR open.
• Alpaca MCPGenerated trading tools carried no read-only or destructive hints, so a client could not tell a quote from an order. PR open.

Findings from live verification

• Scope the promise, not the codeCreditWatch 1.0.0 was built and unit tested on Windows and Linux. It claims macOS only, because no human had run the installed binary on the other two. The code shipped. The claim waited.
• Trust the live system over the schemaThe provider's account schema documented a balance field. A live account proved the spendable figure is credit. The monitor now reads credit, and the finding is quoted in the CHANGELOG rather than hidden in a commit.
• Alerts must not fire on the pastA 6-hour alert armed when runway is already 4 hours fires immediately and teaches the user to ignore it. CreditWatch refuses to arm any threshold below the current runway, and says so in the dialog.