Automation

2:30 AM. may 15. today is standard monthly options expiration. third friday of the month. the SPX condors i’ve been running since late april close today, or they already closed this week because the system flagged them as targets before i ever had to think about it.

2:15 AM wednesday. A. made pasta around 7, crashed by 10 - she had a brutal deadline at work today. i cleaned the kitchen, sat down to “just check something,” and have been staring at this roll management code for four hours.

2:30 AM friday. been at this since 9 PM. promised myself two weeks ago, right in the middle of the tariff chaos, that i’d actually fix the IV rank staleness issue. the signal quality scoring work was the band-aid — a composite gate that tells the system “this signal isn’t reliable right now.” it worked. it’s in production. but the underlying problem was unchanged: during the spike, my IV rank was being computed from options data that was 10-14 minutes old. the signal wasn’t wrong, technically. it was just answering a question about a market that no longer existed.

2:15 AM wednesday. apartment quiet. A. went to bed around midnight — she had a client deadline today so it was a long one. checked the colo heartbeat before sitting down to write this. normal. algos running clean for the first time since last monday.

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.

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.

went live with vol regime detection friday morning. first real test today. what happened # saturday market (crypto):

options greeks change every second. tracking them manually is impossible. automated it. the problem with static greeks # most platforms show you greeks at order time. cool. but what about 2 hours later when underlying moved 2%?