Options
Long Options Payoff Profiles
In this article, we explore the payoff to holding long options positions. Read the previous parts of this 101 series
Quant trading
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OptionsThe Value of an Option at Expiration
Read the previous parts of this 101 series on options: Options have value because the future is uncertain. One thing
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OptionsOptions 101: Understanding the Basics of Financial Options
In the previous article, we discussed what makes an option valuable. At its core, an option is about choice—the choice
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OptionsThink like a traderOptions are just options – Why are they valuable?
Financial options contracts are really just options. That is, they give us a choice or an option to do something. We’ll go through a
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FactorsOptionsTrading strategiesOptions Trading with Cross-Sectional Volatility Factors
A few years ago, I got deep into the idea of constructing a long/short equity options portfolio based on the
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OptionsThink like a traderRules of Thumb for Trading Equity Options
If you trade liquid stocks or futures contracts, the first thing you will notice about equity options trading is that
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PythonQuant tradingTrading strategiesTrading 0DTE Options with the IBKR Native API
Here’s a thing that I suspect will make money, but that I haven’t yet tested (for reasons that I will
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Quant tradingRNavigating Tradeoffs with Convex Optimisation
Navigating Tradeoffs with Convex Optimisation This is the final article in our recent stat arb series. The previous articles are
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Quant tradingRTrading strategiesBuilding Intuition for Trading with Convex Optimisation with CVXR
This article continues our recent stat arb series. The previous articles are linked below: A short take on stat arb
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FactorsQuant tradingRTime series modellingTrading strategiesHow to Model Features as Expected Returns
Modeling features as expected returns can be a useful way to develop trading strategies, but it requires some care. The
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BacktestingFactorsQuant tradingRTrading strategiesA Simple, Effective Way to Manage Turnover and Not Get Killed by Costs
Every time we trade, we incur a cost. We pay a commission to the exchange or broker, we cross spreads,
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FactorsQuant tradingRQuantifying and Combining Crypto Alphas
In this article, I’ll take some crypto stat arb features from our recent brainstorming article and show you how you