Pro Algo Trading | AlgoKing
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saturday - easy one
·837 words
woke up at 9:30 and nothing was on fire.
algos running clean. BTC bot up 0.6%. SPX options book flat to slightly positive. colo heartbeat normal. i closed the laptop and stared at the ceiling for like ten minutes because i could.
real-time portfolio Greeks: aggregating delta, gamma, theta, vega at scale
·1335 words
2:15 AM friday. couldn’t sleep after the week we just had. VIX ripped to 28 monday, calmed down midweek, then did that whipsaw thing thursday afternoon where you think it’s done but it’s absolutely not done.
options contract lifecycle: building the roll engine and pin risk detector
·2222 words
2:30 AM wednesday. A. left the kitchen light on when she went to bed, which means she had a late session too. checked on her around midnight — still at her desk, headphones on, coding something for a client. now she’s asleep and I’m at mine.
event risk throttle: dynamic exposure scaling based on vol regime
·1889 words
2:30 AM monday. Q2 week 2 starts in a few hours.
Been sitting with something since Thursday when I posted the Q2 week 1 numbers. Said we were running at 60% position size - waiting for the health scoring system to validate before going full deployment.
saturday - week after the letter
·751 words
one week out from writing the letter. things feel different. not fixed. different.
the session # brought it to dr r tuesday like she asked. read parts of it out loud.
q2 week 1: health scoring live, colo nic split, first numbers
·1679 words
2:15am friday.
Q2 week 1 is done. walked in from the kitchen, A. fell asleep at her desk again — laptop open, ambient music still running. grabbed a blanket from the couch and put it over her. then came back and pulled up the weekly numbers.
execution quality audit: q1 slippage cost me more than i thought
·1496 words
2:30am wednesday. april 1st. no this is not a joke post.
been staring at execution data for the last three hours and i have a headache. Q1 closed basically flat — detailed numbers in the march wrap. but flat is flat, and when i dug into why flat, the answer wasn’t strategy failure. it was execution bleed.
strategy health scoring: detecting algo decay before it wrecks your Q2
·1785 words
2:45am monday.
first trading day of Q2. Q1 is officially in the rearview — closed at basically flat, full numbers are in friday’s post. the weekend was heavy. not going into it right now. but Q2 starts regardless, and the algos don’t wait for you to process.
saturday - the letter
·731 words
been 3 years, 3 months, and 28 days.
i finally wrote the letter.
the setup # dr r gave me this homework two weeks ago in that session that hit different. write a letter to the drunk driver who killed my parents. not to send. not to deliver, not to mail, not to read aloud in court. just to write. to feel it, not just think it.
q1 close: final numbers, colo benchmarks, and q2 setup
·1211 words
friday night. Q1 officially in the books.
did the math earlier while A. was cooking. she noticed i went quiet and just left me to it. that’s one of the things i didn’t expect about being married — how well she reads when to give space. anyway.