State the question
Turn an intuition about markets into a measurable, falsifiable hypothesis.
01
Research notebook / Volume 01
Research Notebook
Experiments in systematic finance.
An independent, evolving collection of computational-finance studies. Each experiment begins with a falsifiable question, documents its assumptions and data, and keeps simulated results beside the model's limitations.
Built with curiosity, not certainty. This is a developer's working laboratory for translating market ideas into code, tests, and reproducible evidence.
Test out of sample
Freeze assumptions, walk forward through time, and expose the model to unseen periods.
Document the failure modes
Keep bias checks, risk controls, and unresolved questions visible beside the result.
Walk-forward OOS
Reproducible inputs
Virtual capital
Bias-aware
Just something for fun, built by an ex-Hedge Fund Quant Developer.
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Experiment index
1 documented study / 3 working papers
Experiment 01 / Walk-forward study
Trend Continuation Under Guarded Risk
A directional options study that sells defined-risk spreads only when trend, strike location, liquidity, and portfolio controls agree.
Backtest period: Loading observed window...
Method: Train on three months, freeze parameters, then evaluate the next month out of sample using virtual capital.
$10,000
Study equity
1D -- | 7D -- | 30D --
Observed win rate--closed simulations
OOS max drawdown----
Observed return--walk-forward OOS
Information ratio--relative to SPY
Current experiment snapshot
Latest Option Portfolio as of --
Simulated positions; tile size reflects capital at risk.
Cached end-of-day marks
Loading current portfolio...
$10,000 strategy capital$5,000 weekly max-risk allocationAvailable risk = weekly limit - open risk - realized weekly losses
Open positions--
Capital at risk--
Max payoff--
Most likely payoff--Expected by POP
Open P&L--Current open positions
Realized P&L--Completed positions
Total Since Aug 14--Open + realized
Available risk--
Execution history
Option Trade Log
Waiting for the scheduled monitor.
| Activity | Ticker | Entry IV | Rationale | Type of Trade | Bull / Bear | Entry Price | Exit Price | P&L | Exit Reason |
|---|---|---|---|---|---|---|---|---|---|
| Loading trade history... | |||||||||
Scanner handoff
Bot Candidate Table
Loading latest bot candidates.
| Ticker | Sector | Direction | Spread | Win Prob | Credit | Max Loss | ROR | Kelly Edge | Kelly Cap | Considered |
|---|---|---|---|---|---|---|---|---|---|---|
| Loading bot candidates... | ||||||||||
Deferred risk exits
Stop Loss Warnings
No active stop-loss warnings.
| Ticker | Reason | Current Mark | Underlying | First Warning | Deadline | Emails | Status |
|---|---|---|---|---|---|---|---|
| No active stop-loss warnings. | |||||||
Model diagnostics
Simulated Sector Risk vs SPY
| Sector | Positions | Study risk | SPY weight | Relative |
|---|---|---|---|---|
| Building fresh risk attribution... | ||||
Sector exposure is normalized by gross open spread risk and compared with official SPY holding weights.