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Trading From a Second Time Zone: What Moving From Seoul to Ingolstadt Changed

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⚠️ Personal reflection — not financial advice. This post describes one trader's personal relocation and the time-zone consequences that reshaped a decade of habits. It is not investment advice, a recommendation, or a claim that any market session is superior to another. Trading involves substantial risk of loss and is not suitable for every investor. Please consult a licensed financial advisor before making trading decisions. See full Disclaimer . "The market did not move when I moved. I moved by eight hours, and the market kept running on New York time — which meant everything I had built around the Seoul evening was now happening while I was asleep." I started trading on a Kiwoom Securities account in Seoul in 2016. For the first six years, my trading day was structured around Korean market hours in the morning and US futures in the evening — Seoul-time evening, which mapped onto New York morning without much thought. In 2022 I moved to Ingolstadt, Germany, a...

Trade Journaling as Code: The Structured Log Format I Use for Every Trade

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⚠️ Educational content only — not financial advice. Trading futures, options, and other leveraged products involves substantial risk of loss and is not suitable for every investor. All examples shown are historical or hypothetical and do not guarantee future results. You may lose more than your initial deposit. Please consult a licensed financial advisor before making any trading decision. See full Disclaimer . 🛠️ TOOLS & WORKFLOW SERIES Trade Journaling as Code: The Structured Log Format I Use for Every Trade Most trade journals are diaries. This one is a plain text file that fits every trade on a single line — timestamped, grade-tagged, and queryable with grep and Python. Here is the exact format, the parser, and the four ways it still fails. Section 3 of Reading Charts After a Decade of Reading Code introduced the idea that trading logs benefit from the same constraints as git commit messages — one imperative line, no prose, structured. That post argued why ...

Reading Charts After a Decade of Reading Code: How Engineering Discipline Shapes My Trading

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⚠️ Personal reflection — not financial advice. This post describes personal habits and mental frameworks from one engineer's decade of trading. It is not investment advice, a recommendation, or a claim that engineering training makes anyone a better trader. Trading involves substantial risk of loss and is not suitable for every investor. Please consult a licensed financial advisor before making trading decisions. See full Disclaimer . "After enough years of debugging embedded firmware, you stop believing in things that 'usually work.' Trading has the same shape — the thing that usually works is exactly the thing that gets you wiped out on the day it does not." The name of this blog is not accidental. I have spent fifteen years writing code for embedded systems in the automotive and defense industries, and about ten years trading Korean equities, US options, MNQ futures, and crypto. The two disciplines share more mental architecture than most trading wri...

The Position Sizing Framework: How I Decide 1-3% Risk on Every Trade

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⚠️ Educational content only — not financial advice. Trading futures, options, and other leveraged products involves substantial risk of loss and is not suitable for every investor. All examples shown are historical or hypothetical and do not guarantee future results. You may lose more than your initial deposit. Please consult a licensed financial advisor before making any trading decision. See full Disclaimer . 🛡️ RISK MANAGEMENT SERIES The Position Sizing Framework: How I Decide 1-3% Risk on Every Trade Most losing trades are not from bad setups. They are from good setups sized wrong. Three questions I answer before every trade, worked through a real MNQ example — plus the four regimes where the framework quietly fails. The most expensive lesson from a decade of trading — documented in Five Painful Lessons — was not that I picked wrong trades. It was that I sized right trades wrong. Specifically, I sized on how much I liked the setup rather than on what the trade ...