Volatility targeting: sizing by realized vol instead of conviction
Early in my systematic trading career, I blew up a highly promising trend-following model because of a single, deeply human flaw: I sized my positions bas…
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Building a crypto trading bot with Temporal and PostgreSQL
When building a high-frequency or medium-frequency crypto trading bot, developers usually start with a simple asyncio loop or a Celery queue. I did exactl…
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How I use regime detection to switch trading strategies automatically
For about a year I ran a single mean-reversion book and quietly accepted that it bled money for weeks at a time. The strategy was fine. The problem was th…
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