Portfolio Heat in Elixir: Risk Limits Without a Risk Engine
Every trading session knows its own risk. None of them knows what the others are doing. Three sessions sizing themselves independently against the same account
futures
10 posts
The Broker Account Balance That Isn't There Yet
A position-sizing calculation blew up. Not a wrong number — no number at all. The account had money in it, the broker knew the balance,
Trade Reconciliation Across Session Boundaries
Last post ended with a promise: find the last point the account was genuinely flat, and match forward from there. This one is that algorithm,
Calculating P&L When a Trade Spans Multiple Sessions
The number in the weekly P&L digest was wrong. For about ten minutes I assumed I'd made an arithmetic mistake somewhere
The Contract Roll State Machine in Elixir (GenServer)
The previous post explained why contract expiry is a problem worth solving. This one is the machine that solves it: four states, three triggers, one
Futures Contract Expiry: The Problem Automation Ignores
Any automation that doesn't know a futures contract expires will eventually trade an instrument that has ceased to exist. Where futures stop behaving
Tick-to-Trade in Elixir: A GenServer handle_info Pipeline
A previous post traced the macroscopic shape of the system — five flows, five trust questions. This one traces the path. One tick arrives over a
GenServer State Management in Elixir: A Production Order Book
One GenServer holds open positions, pending orders, strategy state, portfolio risk, and contract rolls — for a system trading real capital. This post is a tour
Designing a Broker-Agnostic API Layer in Elixir
Part of Broker Architecture The previous post evaluated the four brokers in this system. This post is about what makes them coexist — the behaviors that
The Broker Evaluation Gauntlet: Four Futures APIs Compared
Part of Broker Architecture I've integrated four brokers into the same codebase. Three are still running. One is gone. This is the evaluation