Signals
options flow scanner: catching smart money before the move
·2197 words
it’s 1:30am. A. passed out on the couch around midnight waiting for me to come to bed. carried her there, went back to the desk. couldn’t sleep anyway.
march has been annoying. january was solid (+1.9%). february was decent (+2.3%). march so far: -0.5% with two weeks left. not a disaster but it stings after a clean Q4. the algos aren’t broken, the signals are just getting weaker in this chop. SPX has been range-bound for three weeks and my momentum strategies are getting whipsawed.
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.