The numerical studies • Finding opportunities • Speculation in derivatives • Algorithmic trading • Language R for research, C# for execution • ATS Framework QD/OQ
Eternal student. The character as moody, misantropic, cynical grumpy, maverick, sociopath, and a curmudgeon.
Options, Volatility & Trading. Detailed analysis of 0-DTE option structures, historical option strategy performance dashboards for US Indices, market performance around events / data releases & general market commentary through the lens of volatility.
I curate research on quant investing and trading. PhD. Ex systematic hedge fund and academic.
Markets and More goes beyond the obvious analysis and the traditional approach to markets. We look at the drivers of price action from different angles than simple technical and macro analysis.
Commentary on recent trades, financial market trends, and market volatility. The majority of posts are compliments to the material I teach either in professional seminars or courses at Indiana University.