Thought leadership on data infrastructure, quantitative risk management, and options theory.
An empirical study on 33 years of S&P 500 data (SPY 1993–2026). Discover why measuring performance from Options Expiration to Options Expiration (OpEx) systematically outperforms traditional calendar months in 3 of 4 cycle years.
Read Full Study →Official system manual for the mechanical ES / SPX short put strategy. Includes 493 trading days of backtest results, mathematical parameter justification, stop-loss sweep, and daily workflow.
Read Full Manual →Many family offices rely on manual spreadsheet consolidation to map their total exposure. We analyze the hidden operational risks and show the benefits of automated bank and custody integrations.
Read article →Instead of setting up one large delta-neutral order, the Multiple Entry Iron Condor (MEIC) strategy distributes entries over multiple days. We demonstrate using statistical models how this drastically reduces Gamma risk.
Read article →An in-depth analysis of historical mathematical studies over the past 15 years. We discuss why taking profits at 50% and strictly closing at 21 days before expiration yields the ideal profit curve.
Read article →How implied volatility (IV) and the VIX index are the ideal indicators for the entry of premium sellers. We discuss the statistical phenomenon of 'mean reversion' and how to calculate IV Rank.
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