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Strategy

dynamic position sizing - kelly criterion meets regime detection
one of the dumbest things i did in 2023 was running fixed position sizes. every trade was the same size regardless of conviction, volatility, or recent performance. looking back it’s obvious why i hemorrhaged $180k - i was sizing up the same during high-vol crashes as during calm trending markets.
fomc algo response - rate hold, volatility spike, profits
fomc day. rates held. powell dovish. markets ripped. algos crushed it. the setup # going into FOMC I was 90% cash.
mean reversion implementation - statistical edge in practice
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.
fall volatility algo adaptation - regime detection update
first real trading days since vacation. volatility already picking up. VIX hit 16.2 today. time to adapt. the seasonal shift # summer algo settings don’t work in fall.
vacation algo management - what i learned from 8 days offline
took 8 days completely offline. first time since 2020. what I found was about managing algos during vacation. the pre-vacation protocol # T-5 days: stop opening new positions >5 DTE
earnings volatility - how my algos adapt to quarterly chaos
earnings week chaos. GOOGL, TSLA, META all this week. how my algos handle it. the earnings problem # normal day: VIX 15, predictable ranges, clean signals
order flow analysis - adapting strategies for summer thin volume
summer volume creates different market microstructure. adapting order flow analysis to account for it. the summer volume problem # normal month volume: 4.2M SPX options contracts/day
adaptive position sizing - regime-based approach
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:
regime detection - walk-forward validation improving accuracy
regime detection upgraded. walk-forward validation running. accuracy improving. the problem # static regime parameters: optimized on historical data.
looking ahead - september expectations, post-summer reset
august almost done. september starts next week. time to set expectations. what august taught # 1. volume drives everything