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Greeks

real-time portfolio Greeks: aggregating delta, gamma, theta, vega at scale
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
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.
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.
automating options greeks tracking
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%?