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.
Market Commentary | Cross Asset Volatility | Equity Index Option Studies
The numerical studies • Finding opportunities • Speculation in derivatives • Algorithmic trading • Language R for research, C# for execution • ATS Framework QD/OQ
Professionally run hedge fund style book, run in real time with multiple updates every day. Low volatility, uncorrelated returns and views on a broad spectrum of instruments. Lots of actively traded positions.
Mixology is the art of making cocktails. Vixology is the art of understanding volatility to help navigate the ups and downs of the markets.