Trading Infrastructure
year-end portfolio rebalance - reducing crypto exposure
·600 words
rebalancing for 2025.
reducing crypto allocation.
more conservative positioning.
current allocation (november) # options: 60% ($267,660)
SPX puts, QQQ calls, sector ETFs.
slippage correlation volume deep dive - data analysis
slippage been great november.
wanted to understand why.
data analysis time.
november slippage performance # november avg (through nov 18): 1.9 ticks