Blog Insights & Platform Updates

Tight pre-send checklists curb clerical errors—binary checks for real failure modes plus a post-ack sweep on children, remainders, and heat before more risk. Read more

Cut execution errors by separating research from ticket time—boundary rituals, quieter send windows, and verification before reacting to headlines mid-order. Read more

Schwab OAuth demands token discipline—refresh early into volatile prints, reconcile brackets after reconnects, treat flaky sessions as core execution risk. Read more

No-code automation encodes repeat plays—heat caps, send veto, live checks, plus pauses after auth hiccups so speed never outruns verification on busy desks. Read more

Live execution breaks paper fantasies—sample slippage by session, verify remainders after partials, tune automation using acknowledgments you can audit on tape. Read more

Portfolio-level controls for active traders: thematic caps, automation guardrails, volatility-week reviews, and verification habits beyond single-chart entries. Read more

Risk Gauge thinking links position size to portfolio heat: tag themes, cap overlap, verify live remainders, and shrink incremental risk when correlations wake. Read more

Simplify exits when audits lag bracket count—protect invalidation, prune redundant legs, reconcile OCO after partials, reconnects, or fast tape churn. Read more

TRIMMER-style harvesting stages profit with depth-aware tiers, verified partials, basket heat checks, and journals that separate policy execution from impulse. Read more

Planned TRIM partials bank progress while preserving thesis—if remainders, protective legs, and correlation heat are resized and verified after each fill. Read more