Python
monitoring and alerting for algo infrastructure - grafana + prometheus setup
realized last month that i had a massive blind spot in my infrastructure: monitoring. my algos were running 24/7 but i had no idea if they were running WELL until i checked PnL at end of day. that’s like driving with your eyes closed and checking if you crashed when you stop.
exchange connectivity layer - handling binance, kraken, and coinbase in one abstraction
·1665 words
one of the most annoying parts of crypto algo trading is that every exchange has a different API. different auth schemes, different rate limits, different order types, different error codes. writing strategy logic for each exchange separately is a nightmare and a maintenance disaster.
async signal generation - why your pipeline is probably too slow
·1590 words
been refactoring my signal generation pipeline for the last 2 weeks. old version was synchronous - fetch data, compute indicators, generate signal, repeat. worked fine when i was running 3 strategies. now i’m running 11 and the whole thing was choking.
slippage models - making backtests actually realistic
·1251 words
been thinking about slippage modeling a lot lately. most backtest frameworks have absolute dogshit slippage assumptions - either zero (lmao) or some fixed percentage that doesn’t scale with order size or volatility.
adaptive stop losses - why fixed stops are leaving money on the table
2:30am wednesday.
been refactoring my exit logic all week.
fixed stop losses are lazy. there I said it.
the problem with fixed stops # “just use a 2% stop loss.”
monte carlo backtesting - why single backtest runs lie to you
2:30am wednesday.
ran a single backtest last week. looked incredible. sharpe of 2.4. max drawdown 8%.
then I ran 10,000 of them.
reality check.
the problem with one backtest # you run a backtest. it returns +22% over 2 years.
cross-asset correlation tracking - why diversification is a lie
1:30am and i’m staring at correlation matrices again.
everyone talks about diversification like it’s free lunch.
it’s not.
the diversification myth # portfolios are “diversified” until they’re not.
theta decay tracking - why i obsess over time
3am on a monday and i’m watching theta tick down across my options book.
most people don’t realize how much money they’re leaving on the table by not tracking theta properly.
saturday slippage deep dive - where your edge goes to die
woke up at 2am couldn’t sleep.
decided to run a full slippage analysis on last quarter’s trades.
what i found is annoying but fixable.
the invisible tax # every algo trader knows slippage exists.