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Pro Algo Trading | AlgoKing

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polygon.io vs thetadata - options data deep comparison
been running both for 8 months now. time for an honest comparison. why both # polygon.io: primary equities and options quotes
mean reversion implementation - statistical edge in practice
finally deploying the mean reversion algo I’ve been backtesting since june. 6 months of development. time to go live. the edge # simple concept: prices that deviate from their mean tend to revert.
week 1 september review - fall begins
first full week of fall trading. short week with labor day monday. week 1 numbers # starting (sep 1): $482,100
timescaledb optimization - 3 million rows per day
been putting this off for months. timescaledb getting slow. finally fixed it. the problem # my options flow data pipeline ingests about 3 million rows per day.
fall volatility algo adaptation - regime detection update
first real trading days since vacation. volatility already picking up. VIX hit 16.2 today. time to adapt. the seasonal shift # summer algo settings don’t work in fall.
labor day - september begins
markets closed. labor day monday. first one as a married guy. the plan for september # vacation clarity still hitting different.
august wrap - vacation month +1.06%, ytd +10.20%
august done. vacation month. lower gains. zero regrets. august final numbers # starting (aug 1): $477,040 ending (aug 31): $482,100
vacation algo management - what i learned from 8 days offline
took 8 days completely offline. first time since 2020. what I found was about managing algos during vacation. the pre-vacation protocol # T-5 days: stop opening new positions >5 DTE
week 3 august review - back to trading post-vacation
first full week back. easing into it. feels different after the break. week 3 numbers # starting (aug 18): $478,420
market catchup - what i missed during 8 days offline
finally looked at charts. markets didn’t care that I was gone. what happened aug 9-16 # SPX: opened 5,482, closed 5,519 (+0.67%)