08 November 2023

Cleanup of algorithmic trading code

I had a bunch of algotrade code written randomly over different time periods. A lot of if stopped working as I changed things around and moved on to different ideas.

I decided to clean it up and put it all in one Python package. This makes it easy for me to run, and also easy to deploy to servers.

15 November 2023

Z-score (anomaly detection) with VictoriaMetrics

with (
    q = (ClickHouseMetrics_MemoryTracking / ClickHouseAsyncMetrics_OSMemoryAvailable),
    qnow = avg_over_time(q[5h]),
    qavg = avg_over_time(q[14d]),
    qstd = stddev_over_time(q[14d]),
    qz = ((qnow - qavg) / qstd),
    absqz = abs(qz)
) absqz

You can filter on absqz > 3 to get significant differences compared to recent values.


26 November 2023

ClickHouse MQTT ingester

// TODO: Write a project description