Pro Algo Trading | AlgoKing
Recent
saturday morning - woke up early just watching her
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2am saturday.
couldn’t sleep.
A. is curled up next to me. one arm across my chest. her breathing is slow and even.
I’ve been watching her for like 20 minutes.
saturday therapy session - new year check in with dr R
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therapy saturday.
weird scheduling thing. dr R had to reschedule wednesday’s session to today.
I don’t usually go on saturdays.
the office # her office is always perfectly arranged.
cross-asset correlation tracking - why diversification is a lie
1:30am and i’m staring at correlation matrices again.
everyone talks about diversification like it’s free lunch.
it’s not.
the diversification myth # portfolios are “diversified” until they’re not.
theta decay tracking - why i obsess over time
3am on a monday and i’m watching theta tick down across my options book.
most people don’t realize how much money they’re leaving on the table by not tracking theta properly.
saturday slippage deep dive - where your edge goes to die
woke up at 2am couldn’t sleep.
decided to run a full slippage analysis on last quarter’s trades.
what i found is annoying but fixable.
the invisible tax # every algo trader knows slippage exists.
volatility regime detection - when to switch strategies
the market doesn’t care what strategy you’re running.
it runs whatever regime it wants.
your job is to detect the regime and adapt.
why regime matters # every strategy has conditions where it crushes and conditions where it bleeds.
prometheus + grafana - my algo monitoring stack
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finally got around to documenting my monitoring setup.
been running this stack for almost 2 years now. saved my ass multiple times.
why monitoring matters # had an algo go sideways in march 2024.
first week 2026 - january momentum algo kicking off
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new year. new momentum.
first real trading week of 2026 in the books.
january effect algo activated.
the january effect # some people think it’s BS.
christmas eve - family gathering, trading shutdown
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christmas eve.
trading shut down.
family in town.
the day # market closed at 1pm.
didn’t trade anyway.