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Execution-Quality

execution quality tracking: slippage attribution across 40 algo positions
·2014 words
Algo Development Infrastructure Algo-Trading Python Slippage Execution-Quality Infrastructure Options Crypto Timescaledb Redis Performance-Attribution Monitoring
2:45 AM monday. A. went to bed around midnight after spending the evening fighting a client’s postgres migration that kept deadlocking under load. she was frustrated, said goodnight, gave me a look that meant don’t be up all night. I said I wouldn’t be.
q1 close: final numbers, colo benchmarks, and q2 setup
·1211 words
Trading Performance Infrastructure Performance Q1-Review Infrastructure Colocation Algo-Trading Options Python Execution-Quality Analytics
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.