Series
How models mark, hedge, and spend under Clearance rights
A long-form series on building, gating, and operating AI on a stock-trading desk: rulers and probability, evaluation and completeness, the desk objects and rates spine, orchestration, the three-plane constitution, casebook, depth, and the field manual, one essay per book chapter.
Finance problems are already probability and measure. Orchestration means the same rulers control the stack. Start with Part I Ep00, then Ep01–Ep02. Depth: Rulers Before Models.
Rulers that refuse midpoint peace, as-of honesty, powered eval, book coupling, shadow / canary / sized rights, and the equity-desk math (rates, hedges, measure change, Black-Scholes as contrast) under the same refuse culture. One essay per chapter of the book.
Series 2: rate rulers, portfolio policy under KKT, covariance and frontier hashes, the risk-neutral tree, and Black-Scholes as contrast rather than a trade ticket. 20 problem/solution essay pairs, each closing with checkable numbers and what-to-lock.