📉 Hard-Won Lessons from Programming & Trading

Compiled from years of scars, bugs, blown accounts, and broken code.

Introduction:
Trading and software development have one thing in common: reality doesn't care about your theories. This isn’t just a list — it’s a playbook forged in blood. If you're building systems that move money, read on. If you're not, read twice.

🧠 Twin Pitfalls: Programmers vs Traders

Two different games, same psychological traps:

Topic	Trading	Programming
Overconfidence	"This backtest is bulletproof!"	"This code will never break!"
Parroted Nonsense	"Just use RSI 14, bro."	"Just throw in DI and some MVVM."
Hidden Risk	Leverage + low liquidity = 💥	State + concurrency = 💥
Hard-Won Intuition	"Something feels off today."	"This smells like a race condition."

“You don’t need a compiler… until you lose $10k in 10ms.” — battle-scarred dev

🚫 The Real-Life Ban List

These patterns are seductive. And lethal.

Global State / Singletons — Debugging hell. Dependency injection exists for a reason.
Exceptions as Flow Control — Control paths should be visible, not surprise traps.
Catch-All Error Handling — “try/catch” is not a strategy.
Unsafe Concurrency — Async doesn’t mean safe. It means complex.
Reflection for Logic — Clever... until it’s not. Slow, fragile, unreadable.
Inverted Containment — Inner components should not control their container. Observing context: fine. Emitting events: fine. Driving parent logic: never.
Leaky Abstractions — If users need internals, your abstraction has failed. Don’t build a black box with a transparent lid.
Premature System Design (Trading Edition) — Grand architecture too early — elegant dead ends. Build what you can validate.
Premature Optimization — Measure first. Always.
Overengineering — Simplicity is not minimalism. It's clarity.
Hardcoded Config — Version-controlled, environment-aware config or bust.
Deep Inheritance — Stop building object-oriented mazes. Use composition.
Blind Polymorphism — OOP isn’t a religion. Use only when it adds value.
Overparameterized Interfaces — Passing everything, everywhere, all the time? Limit scope within small domains. Global inside local beats local passed globally.
Default DI Frameworks — Most add magic, not clarity.
Serializable Interface — Binary > versioned spaghetti.
Copy-Paste Code — You’re multiplying bugs by ctrl+v.
Massive Methods — You won’t read them. Your future self will hate you.
Logging Everywhere — Log at boundaries. Not in your brain’s main loop.
Nullable Types — A bug farm. Defaults or fail early.
Optional Parameters — Confusing API evolution and versioning nightmares.
Auto Properties — Hidden state transitions are a silent killer.
Excessive Properties — Hiding behavior in accessors = debug nightmare.
Magic Numbers — Name them or regret them.
LINQ Everywhere™ — Feels like functional poetry. Debugs like recursive hell. Readability dies in a chain of .Where().Select().GroupBy() dreams.
?. Everywhere — Readability death by null-safety sugar.
Unlabeled Tuples — Great for throwaways. Awful for APIs.
Code Duplication — If you're rewriting the same logic twice, you're missing a concept. Factor it out. Every duplication is a design screaming to be named.

🐍 Python: The Prototyping King. The Production Trap.

Python excels in notebooks. But live trading isn’t academia. It’s war.

Dynamic Typing = Hidden Bugs — You won’t know it’s broken until it is.
Slow Runtime — Every microsecond matters. Python eats milliseconds.
GIL = Bottleneck — Real concurrency? Not really.
Dependency Hell — One bad `pip install` and you're done.
Notebook Culture — No structure, no tests, no chance.
GC Pauses — You miss a fill window, you miss profit.
No RT Guarantees — For HFT, Python is a joke. Know your stack.
Weak Tooling — Debugging async failures at 2am = misery.

“99.9% win rate — in Jupyter.” — notebook maximalist, pre-liquidation

🧱 The Illusion of Simplicity: KISS Will Kill You

“Keep It Simple” is often used as a cope for ignorance.

Real trading systems are:

Event-driven, async, chaotic
Stateful, adversarial, non-stationary
Bound by microsecond latency
Exposed to slippage, outages, API quirks, and market weirdness

Trading is a systems engineering problem, not a spreadsheet formula.

🎭 Modeling vs Reality

Backtests that run on different code from production are lies in disguise.

Zero latency is fantasy
Perfect liquidity? Try again.
Order rejections? Not modeled.
API failures? Ignored.

Same engine. Same classes. Same logic. Or you’re just pretending.

📜 Principles That Keep You (and your capital) Alive

⚙️ Engineering Discipline

Be explicit. Defaults lie.
Write code for your worst day. Future you is tired and panicking.
Track everything. Git or regret.

🛡️ Operational Resilience

Graceful failure. Explosions should be local, not systemic.
Circuit breakers, kill switches, sanity checks.
Latency monitoring. You can’t manage what you don’t measure.

📊 Risk, Data, Compliance

Explicit risk models. Hope is not a strategy.
Validate every input. Dirty data is sabotage.
Log and document. Regret is hard to audit.

💸 How I Blew Up My First Million

They say your first million is the hardest. Not to earn — to lose.

You build a model. You backtest. You believe. Then the market disagrees.

Your code sleeps. The fills ghost. The API glitches. The sizing fails. And your account vanishes.

You didn’t fail at alpha. You failed at operational awareness.

📉 Canto I — Come persi il mio primo milione

Nel mezzo del mio backtest di fortuna,
mi ritrovai con equity svanita,
ché il codice ignorò la luna bruna.

Ah, quant’era bugiarda la mia vita,
ch’avea creduto a curve ben ornate,
ma sotto eran le basi assai fallita.

Il broker fece gap, la size era errata,
l’API si bloccò con fill stantìo,
la leva era una fiamma scatenata.

Gridavo a Dio, al GIL, perfino a zio,
ma il loop async restava muto e spento,
e il drawdown m’avvolgea come un oblio.

Così finì la corsa del talento:
non per mancar d’ingegno o fantasia,
ma per scordar che il rischio è un sacramento.

🏁 Closing Thoughts

Trading and programming don’t reward cleverness — they punish sloppiness. In both, the best system is not the most elegant. It’s the one that survives.

May your fills be fast, your bugs be shallow, and your drawdowns be temporary.