Contributors
Founder, Lydon Financial · Accounting student and CPA exam candidate, University of Delaware
cormac@lydonfinancial.com · GitHub · LinkedIn
I keep the books and the controls for two small companies, wrote the point-of-sale and inventory system one of them trades on, and built Lydon Quantitative, a nightly-retrained research and trading platform for CME futures. The thread through all of it is the same: understand how the thing actually works, write the rules down, and let the system enforce them.
Alfred Lerner College of Business & Economics · Newark, DE
Bachelor of Science, Accounting. CPA exam candidate, on track for 150 credit hours.
Relevant coursework: Cost Accounting, Auditing, Income Tax Accounting, Managerial Accounting, Intercultural Business & Management, Marketing
Carlisle, PA
Coursework toward a B.A. in Quantitative Economics (transferred)
Relevant coursework: Intermediate and International Accounting, Multivariable Calculus
Bear, DE
New Castle, DE
New Castle, DE
Carlisle, PA
A system description of the four-layer platform: signal universe, measurement, composition, portfolio, execution, and the research discipline that held it together.
How a seasonal costume store was counted, priced, listed, picked, packed and paid from one stock pool, written in one season under live trading.
| Accounting & tax | Form 1065, Schedule K-1, Schedules M-1 and M-2, Form 1099-K, quarterly close, account reconciliation, GAAP |
| Controls & operations | Internal controls, cash and inventory controls, payroll, cycle counts, labor cost modeling, variance analysis, Square POS, Amazon and eBay seller operations |
| Software | Python, JavaScript and TypeScript, Rust, SQL; React, Next.js, Tauri, FastAPI, Docker, SQLite, Supabase; Excel financial modeling |
| Quantitative research | Time-series and volatility modeling, information geometry and topological data analysis, Monte Carlo simulation, walk-forward validation, pre-registered measurement |
| Finance | Quantitative research, options analytics, risk management, financial and managerial accounting |
Lydon, C. “Divergence Signals: Exploiting the Gap Between Euclidean and Riemannian Structure in Financial Time Series.” LQ Research, April 2026.
Lydon, C. “The Overfitting Edge: Optimal Model Lifecycles Under Non-Stationary Market Dynamics.” LQ Research, April 2026.