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Algo-Trading

q1 close: final numbers, colo benchmarks, and q2 setup
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.
real-time greeks aggregation: knowing your portfolio delta/gamma at sub-second speed
2:15am wednesday. still processing this week. the q1 factor attribution post from sunday was cathartic but it also made me confront something i’d been papering over: i was flying blind on real-time greeks for most of march. not completely blind — i had position-level greeks from IB’s TWS feed. but aggregating them into a coherent portfolio view? that was a manual spreadsheet thing i’d run every few hours.
crypto momentum algo - btc breakout strategy implementation
BTC broke out of 3-month range today. my momentum algo caught it. time to document the implementation. the context # BTC been consolidating between $25,000 and $28,000 since june.
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.
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.
prop firm evaluations for algo traders - honest guide 2025
been asked about prop firms a lot lately. here’s my honest take for algo traders specifically. my situation # why i don’t use prop firms: