Writing

Lessons from production incidents, scaling decisions, and engineering leadership. The stuff that's hard to learn from documentation alone.

Feb 3, 2026 Financial Engineering

The Hidden Minefield: Challenges with Time-Weighted Rate of Return (TWRR) in Production Systems

TWRR is the gold standard for measuring investment performance, but implementing it in production is an engineering and governance challenge that is routinely underestimated. A guide for CTOs and auditors navigating valuation gaps, timing ambiguities, and regulatory compliance.

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Dec 10, 2025 Financial Engineering

The Challenges of Money-Weighted Rate of Return (MWRR) in Production Systems

MWRR is one of the most widely reported investment metrics — and one of the hardest to implement correctly at scale. Behind its simple formula lies iterative solvers, multiple-root ambiguity, and regulatory complexity that CTOs and auditors must confront when it moves to production infrastructure.

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