Pro Algo Trading | AlgoKing
Recent
polygon.io vs thetadata - options data deep comparison
·470 words
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
·1119 words
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
·171 words
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
·475 words
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
·207 words
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%
·766 words
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
·295 words
first full week back.
easing into it.
feels different after the break.
week 3 numbers # starting (aug 18): $478,420