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Latest Posts

• From Notebook to Policy: Encoding Discipline Before the Market Opens

  Paper rules vanish under pressure; encode limits as policies-as-code enforced before orders leave.

• Stress Testing Beyond 2008: Designing Your Own Disaster Drills

  Historical replays aren’t enough—blend past crises with bespoke shocks to make stress budgets real and enforceable.

• Capacity Isn’t Just Liquidity: When Your Edge Runs Out of Room

  Alpha rarely scales linearly—understand how your own footprint erodes edge and set participation guardrails before costs explode.

• From Backtest to Broker: Shipping a Strategy Without Getting Burned

  Step-by-step path to take a model from research to live execution with LiquidityAI's checks and telemetry.

• When Markets Get Loud: Emotion, Decisions, and How LiquidityAI Helps You Stay Systematic

  How emotion distorts trading and how LiquidityAI keeps decisions systematic.

• Execution Quality 101: Your Signal Is Only as Good as Your Fill

  Execution costs, benchmarks, and routing best practices, plus how LiquidityAI enforces policies to protect edge.

• Paper Trading That Teaches (Not Tricks)

  How naive simulators mislead and how LiquidityAI's read-only live mirrors production for realistic rehearsal.

• Designing a Risk Budget That Survives Real Markets

  Translate risk tolerance into policies-as-code—vol targeting, VaR/CVaR, exposure caps, drawdown guards, and automatic cool-offs.

• Latency Budgeting: When Milliseconds Decide P&L

  Why planning for latency matters in automated trading.

• Broker Selection for Quants: Checklist Not Coffee Chats

  A structured approach to choose brokers based on execution quality.

• Alpha Degradation: Edge Decays Faster Than You Backtest

  Tracking signal decay and refreshing models.

• Regime Protocols: Plan the Switch Before the Market Forces It

  Using predefined playbooks to handle regime changes.

• Order Queuing Discipline: Small Delays, Big Differences

  Why queued orders without policy become accidental market orders.

• The Cost of Cancel: Free Isn't Free

  Counting hidden fees when churn is high.

• Overnight Risk: The Gap That Breaks Your Stop

  Framework to manage exposure when markets close.

• API Versioning: Your Infrastructure Has an Expiry Date

  Avoiding silent breaks when vendors upgrade.

• Slippage Tracking: Measure It or Watch It Grow

  Continuous monitoring to keep execution honest.

• Synthetic Spread: Building Edge from Two Mediocre Legs

  How cross-venue spreads require full-stack monitoring.

• Kill Switches: Better a Hard Stop Than a Hard Lesson

  Automated circuit breakers to prevent blow-ups.

• Variance Drain: Chasing Volatility Burns Capital

  Understanding volatility drag in levered strategies.

• Automation Audit: Trust Code, Verify Logs

  Routine audits to ensure automation behaves.

• Pre-Trade Checks: Fast Enough to Matter

  Why checking limits must happen before send.

• Crypto Liquidity Isn't Stock Liquidity

  Differences in market structure and risk.

• Record Keeping: Your Best Defense After the Fact

  Maintaining detailed logs to support decisions.

• Portfolio Crowding: Everyone in the Same Trade

  Recognizing and avoiding crowded positions.

• Diversification Myths: Many Symbols, One Risk

  Why apparent diversification can mislead.

• Infrastructure Limits Are Risk Limits

  Hardware and network constraints define capacity.

• Liquidity Scenarios: Planning for Thin Air

  Stress testing fills when volume vanishes.

• Metrics Fatigue: Too Many Screens, Too Little Insight

  Focus on actionable metrics, drop the noise.

• Execution Simulator: Practice Before Paying Tuition

  Use simulators to test strategies without bleeding capital.

• Failover Testing: Chaos Drills for Trading Systems

  Regular drills to ensure redundancy works.

• Fair Value Drift: When Your Quote Gets Old Fast

  Monitoring delay between fair value updates and execution.

• Beta Neutrality: Flat Isn't Risk-Free

  Understanding hidden exposures in neutral portfolios.

• News Latency: Information Travels, So Should You

  Managing how fast news flow hits your models.

• Order Tagging: Metadata Saves Investigations

  Tag orders with intent to debug and audit.

• SPAN Margin: Not Just a Number from the Broker

  Interpreting SPAN requirements for derivatives.

• Rolling Stats Beat Static Targets

  Using rolling windows for adaptive risk limits.

• Post-Trade Review: Learn in Minutes, Not at Month-End

  Daily reviews to close feedback loops.

Topics We Cover

• Market microstructure and liquidity studies.
• Product announcements and release notes.
• Educational articles on algorithm design and risk management.

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