Python
prometheus + grafana - my algo monitoring stack
·800 words
finally got around to documenting my monitoring setup.
been running this stack for almost 2 years now. saved my ass multiple times.
why monitoring matters # had an algo go sideways in march 2024.
first week 2026 - january momentum algo kicking off
·673 words
new year. new momentum.
first real trading week of 2026 in the books.
january effect algo activated.
the january effect # some people think it’s BS.
year-end portfolio rebalancing algo - detecting institutional flows
december means institutional rebalancing.
pension funds, endowments, mutual funds all adjusting.
built an algo to detect and trade the flows.
the concept # year-end rebalancing patterns:
vix term structure algo - contango/backwardation trading
·776 words
been researching VIX term structure trades.
contango vs backwardation. predictable patterns.
finally got an algo working.
the concept # contango: front month VIX < back month VIX
redis timeseries - cutting latency from 45ms to 8ms
·740 words
just finished a redis optimization project.
latency went from 45ms to 8ms.
here’s how.
the problem # market data pipeline was bottlenecking at redis.
sector rotation algo - implementation with relative strength scoring
been working on a sector rotation algo.
concept: own the strongest sectors, short the weakest.
simple in theory. complex in implementation.
the core idea # sectors rotate in predictable cycles.
earnings volatility filter - implementation and early results
·733 words
been running the earnings volatility filter for a week now.
early results are promising.
the problem # earnings = binary events. stock moves 5-10% or nothing.