Millet Porridge

I made a userscript called Readscape (阅境) that rearranges NGA's board lists and posts into a magazine-style immersive reading interface: card waterfall lists, first-floor image-text notes, page-by-page comments, personalized font sizes and color schemes. No server needed — install a userscript extension and one click installs it; Android and iPhone mobile browsers are perfectly supported too. This post mainly demonstrates the actual usage of each feature.

I developed a project called atv-core that lets you control Android TV and Mac directly with the Apple TV remote in iPhone's Control Center. No Apple TV to buy, no extra app needed — the iPhone's built-in remote is enough. This post shares the project's usage and some of the technical principles behind it.

With the same expected return, why do completely different capital paths arise? Use an interactive simulator to understand the relationship between compounding, volatility and long-term outcomes.

We cannot choose whether to participate in the world — only what position to participate from. Where you stand determines what information, resources, opportunities and risks flow to you.

This article records why I didn't directly use the broker's built-in treasury reverse repo auto-ordering feature, but built my own automation with QMT and Python. The core reason is simple: doing 1-day reverse repos with 100k yuan daily, some brokers' auto features may cost an extra 480 to 600 yuan per year in service fees.

Running K3s via Docker on an fnNAS, after deploying Argo CD the Pods resolved service names via [::1]:53. The root cause: the host directory's Default ACL affected the resolv.conf generated by containerd, so non-root containers couldn't read /etc/resolv.conf.

As the sixth post in the trading system series, this mainly introduces recent optimizations to options strategies and system features. I consolidated some combination features, especially for the bull spreads I use often. I also record errored orders separately for later analysis and optimization.

During the Spring Festival long holiday, market risk is amplified. This post shares how, by comparing futures and options as tools, I chose the hedging scheme best suited to me under real-world constraints.

Sharing a financial model I'm executing. It doesn't pursue getting rich quick; instead, by acknowledging the essence that 'selling options is running a business', it builds a steady path from selling labor to living off asset rents.

We often hear 'the most important thing in investing is not losing money'. I used to just keep it in mind, but recently while researching I came upon knowledge about the log-normal distribution. Following its logic, I've developed my own understanding of this saying from a modeling perspective.