Python
automating options greeks tracking
·518 words
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%?
position sizing is killing me - fixing it with code
been up since 3am coding a proper position sizing module. my current approach (fixed 2% risk per trade) is bleeding me out.
down another $8k this week. total drawdown now -$48k since january. at this rate i’ll be broke by august.
upgraded IV rank filtering
·899 words
the IV rank problem # my original algo only sells premium when IV rank > 40
IV rank = where current IV sits relative to its 52-week range
modeling slippage the right way
·970 words
the slippage problem is worse than i thought # after 2 weeks live trading (10 total trades), my average slippage is $6.40 per spread