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strategy health scoring: detecting algo decay before it wrecks your Q2
·1785 words
Algo Development Trading Performance Algo-Trading Strategy-Monitoring Python Performance Statistics Health-Scoring Regime-Detection Risk-Management Walk-Forward
2:45am monday. first trading day of Q2. Q1 is officially in the rearview — closed at basically flat, full numbers are in friday’s post. the weekend was heavy. not going into it right now. but Q2 starts regardless, and the algos don’t wait for you to process.
mean reversion implementation - statistical edge in practice
·1119 words
Algo Development Algo-Trading Mean-Reversion Python Strategy Statistics
finally deploying the mean reversion algo I’ve been backtesting since june. 6 months of development. time to go live. the edge # simple concept: prices that deviate from their mean tend to revert.