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Replay-Testing

replaying the yen carry unwind: validating sqs against a real vol event
·1724 words
Algo Development Infrastructure Algo-Trading Python Options Backtesting Signal-Quality Risk-Management Infrastructure Redis Timescaledb Vix Stress-Test Colocation Replay-Testing
2:15 AM monday. system’s been clean since the websocket IV fix went live friday. heartbeat healthy, colo latency normal, no stale data flags. spent most of sunday going deep on something i’ve been meaning to do since the tariff postmortem.