Risk-Management
pre-wedding pause - algos offline until may 20, capital protected
·407 words
algos offline.
wedding 8 days out.
capital protected.
the decision # paused all strategies may 1.
manual override on everything.
VIX spike trading pause - lessons from march disaster, when to stop
·917 words
march taught expensive lesson.
VIX spike = full stop.
cost $9,582 to learn.
what i knew before march # old rule:
regime detection filter - why it failed march, python implementation fix
·1327 words
march disaster taught lesson.
regime detection lagged.
cost $6,690 before pausing.
fixing implementation.
what went wrong # my current filter:
risk management - position sizing with kelly criterion in python
·1261 words
position sizing = most important part of algo trading.
kelly criterion = mathematically optimal.
python implementation.
the problem # fixed position sizing:
year-end portfolio rebalance - reducing crypto exposure
·600 words
rebalancing for 2025.
reducing crypto allocation.
more conservative positioning.
current allocation (november) # options: 60% ($267,660)
SPX puts, QQQ calls, sector ETFs.
thanksgiving week - pause, family time approaching
·657 words
thanksgiving week here.
pausing wed-fri.
not interested in holiday volume lottery.
week 4 pre-thanksgiving # mon nov 18: +$160, 1 trade, 100% wr
election day - pause executed
·215 words
election day.
markets open.
i’m paused.
current status # balance: $445,200 (from fri nov 1 +$420)
today: watching, not trading
election week - pause, conservative positioning
·379 words
election nov 5.
pausing trading nov 4-5.
zero interest in election volatility gambling.
week 1 november update # nov 1 starting balance: $444,780
adaptive position sizing - regime-based approach
·1261 words
position sizing makes or breaks algo trading.
been refining adaptive approach last 6 months.
finally working consistently.
the problem with static sizing # most algo traders: