Day Trading

objective

Operate intraday trading strategies with real-time execution diagnostics and session-specific risk limits.

workflow

1. define intraday universe, session windows, and entry logic.
2. generate high-frequency signals with microstructure filters.
3. execute with latency-aware order placement and routing controls.
4. monitor intraday pnl, exposure, and drawdown continuously.
5. flatten exposure by session close using deterministic shutdown rules.

required diagnostics

• signal hit rate and decay within intraday horizons.
• entry-to-exit slippage and holding-time distribution.
• intraday drawdown and recovery pattern analysis.
• latency and queue-position impact on edge capture.
• end-of-day flatness compliance metrics.