Vadim Ferderer
– Code is perfect when nothing can be taken away.

Nothing Left to Remove

Why the Boring Portfolio Wins: Markowitz vs. Black-Litterman vs. Rule-Based

Vadim Ferderer · · ~2.500 words #finance · #quantitative · #portfolio-construction

In a 20-year ETF benchmark, a simple rule-based allocation outperformed Markowitz and Black-Litterman in CAGR while trading less and staying aligned with client mandates. Optimization improved Sharpe ratio — but failed the production test. The constraints of retail wealth management aren't obstacles to performance — they define what optimal actually means.

Async Dailys – How a Team Channel Can Replace Your Standup

Vadim Ferderer · · ~2.300 words #agile · #scrum · #project-management

Daily standups often waste more time than they save — what if a structured team channel could replace them? This article presents a complete framework for asynchronous dailys: posting rules, blocker escalation paths, anti-patterns to avoid, and metrics to measure success. Plus an honest look at when async works, when it doesn't, and why hybrid models usually win.

ClickHouse vs. Oracle for Basel-III LCR/NSFR Analytics

Vadim Ferderer · · ~1.400 words #performance · #databases

Every bank in Europe calculates the Liquidity Coverage Ratio daily – for large institutions, this involves over a hundred million positions. How fast could this be? Benchmark with four databases, realistic Basel-III workloads, identical hardware. ClickHouse calculates 100 million positions in 0.67 seconds. Oracle takes over five minutes for 50 million. Open Source vs. €760,000 license costs.