Markets are numbers. Trading is feelings about numbers. Stocks and Vibes lives in the gap between the two — and this is where we'll write about it.
What this blog is
Field notes from the desk, in plain language:
- AI-quant experiments — what the models get right, what they get confidently wrong, and how we keep them honest with backtests instead of vibes alone.
- Paper-trading lessons — the strategies that survived contact with the tape, and the ones that didn't.
- The SP3 thesis — turning a hunch into a testable, scored signal.
Why "vibes" isn't a dirty word
A good trader reads the room and the spreadsheet. The vibe is the hypothesis; the backtest is the referee. We let the model propose, and we let deterministic tools dispose — no asking an LLM to be a calculator.
The vibe is the question. The data is the answer.
More soon — paper trades, postmortems, and the occasional win worth screenshotting.