execution
3 articles on execution.
execution · order-sizing · exchanges
The Last Mile of Execution: Turning a Target Into an Order an Exchange Will AcceptA strategy says 'hold $1,000 of this'. The exchange says 'orders must be in increments of 0.001, at least 0.01 units, and worth at least $5'. Bridging those two sentences correctly — every time, for every venue — is the unglamorous last mile where naive execution engines silently drop trades. Here's the sizing logic that gets it right.
The Fluxy Team ·
execution · risk · reconciliation
Refusing to Trade a Stale Book: Reconciliation as a Pre-Trade GuardThe scariest moment in automated trading is when your signal thinks you hold one thing and the exchange holds another — from a manual trade, a partial fill, or a stale signal. Our executor reconciles intended vs. actual positions before every live run, alerts the moment they drift materially, and — when a portfolio arms the gate — refuses to trade through it. Here's the guard that turns a silent disaster into a caught one.
The Fluxy Team ·
backtesting · live-trading · execution
Same Code, Everywhere: From on_bar() Backtest to Live Cron in One EngineThe deadliest gap in systematic trading is between the code you backtested and the code that trades live. We close it by running the exact same engine in both — preflight in milliseconds, backtest in minutes, then schedule the identical strategy as a live signal runner with mandate execution and a dry-run safety net.
The Fluxy Team ·