Signal-Quality
april done. built a signal quality gate with LightGBM.
·2161 words
2:15 AM. saturday.
april closed today. before I get into what I actually built this week I’ll do the quick numbers.
april final: +$15,800. minor revision down from the +$16,500 estimate I had wednesday — a few iron condor legs settled a tick or two against on friday’s close, plus a small NQ position gave back $430 into the bell. nothing significant. still a clean month.
replaying the yen carry unwind: validating sqs against a real vol event
·1724 words
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.
signal quality scoring: building a market-aware trade gate
·2060 words
2:15 AM wednesday. apartment quiet. A. went to bed around midnight — she had a client deadline today so it was a long one. checked the colo heartbeat before sitting down to write this. normal. algos running clean for the first time since last monday.