Options market-making system
Options market-making. I trained a custom volatility model on historical data, built a passive delta hedge MM, render a synthetic underlying price from many market data sources, and a number of other interesting elements. It has been really fun to get back to my trading systems roots after 12 years as a startup CTO selling to enterprise clients and managing teams and managers. Now I just manage a bunch of Fable and Opus claude code sessions and a handful of high-performance servers. Opus makes a lot of ignorant mistakes and then explains them in great detail, but if I spend lots of time in Plan mode and then bash my head against the wall enough, we get there. Fable mostly gets it right and communicates effectively; what a relief! Still need to give Astra a try. I still feel ahead of the models on context, but am getting outpaced in many other ways. It's a very fun collaboration!