Infrastructure
ubiquiti 10gbe upgrade - network infrastructure overhaul
finally upgraded the home network.
10gbe backbone. no more bottlenecks.
the problem # running 4 Dell servers, 3 workstations, NAS, and market data feeds.
timescaledb optimization - 3 million rows per day
been putting this off for months.
timescaledb getting slow. finally fixed it.
the problem # my options flow data pipeline ingests about 3 million rows per day.
vacation algo management - what i learned from 8 days offline
took 8 days completely offline.
first time since 2020.
what I found was about managing algos during vacation.
the pre-vacation protocol # T-5 days: stop opening new positions >5 DTE
chicago colocation 18 months - ROI analysis and lessons
·586 words
18 months with chicago colo.
time for ROI analysis.
the setup recap # december 2023: deployed chicago colo
redis caching optimization - 40% latency reduction for market data
·686 words
optimized redis caching during honeymoon downtime review.
40% latency improvement.
the problem # before optimization:
market data fetch: 180ms avg
data pipeline - real-time market data with python and redis
·1087 words
real-time data = critical for algo trading.
redis = in-memory cache for speed.
python pipeline implementation.
the latency problem # pulling data every request:
interactive brokers - 2 years review from algo trader perspective
·782 words
2 years with Interactive Brokers as primary broker.
time for honest review.
python algo trading perspective.
why IB for algo trading # chose IB january 2023 for 3 reasons:
slippage correlation volume deep dive - data analysis
slippage been great november.
wanted to understand why.
data analysis time.
november slippage performance # november avg (through nov 18): 1.9 ticks
slippage analysis - chicago colo ROI validated 9 months in
9 months chicago colocation.
time for ROI analysis.
numbers validated.
recap setup # january 2024:
installed dedicated server chicago via colo provider.