Follow the companies. Trace the evidence.
Find the connections worth questioning.
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.
Turn an intuition about markets into a measurable, falsifiable hypothesis.
Freeze assumptions, walk forward through time, and expose the model to unseen periods.
Keep bias checks, risk controls, and unresolved questions visible beside the result.
Just something for fun, built by an ex-Hedge Fund Quant Developer.
Connect with MeExperiment 01 / Walk-forward study
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.
Current experiment snapshot
$10,000 strategy capital$5,000 weekly max-risk allocationAvailable risk = weekly limit - open risk - realized weekly losses
Execution history
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
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
No active stop-loss warnings.
| Ticker | Reason | Current Mark | Underlying | First Warning | Deadline | Emails | Status |
|---|---|---|---|---|---|---|---|
| No active stop-loss warnings. | |||||||
Model diagnostics
| 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.
Hyperliquid / Smart Trader Flow
Collective position changes from the highest-ranked US stock-perp traders.
Buying / Long additions
Selling / Short additions
Sector rotation
Tile size represents gross activity. Color and intensity represent net direction.
Tracks public position changes from qualified wallets. Flow is observational, may be delayed, and is not investment advice.
AlphaBurst Research Notebook
Hypothesis, walk-forward evidence, simulated positions, and risk diagnostics.
Backtest Trading Days
Simulated executions, open risk, realized P&L, and benchmark context.
Monte Carlo
Simulated Position Record
| Ticker | Status | Direction | Trade | DTE | Adj POP | Kelly Edge | Cap% | Opened / Held | Credit | Risk | P&L |
|---|
| Ticker | Direction | Trade | DTE | IV %ile | Trend | Jump | POP | Kelly Edge | Cap% | Opened / Held | P&L |
|---|
Strike Selection Analytics
Waiting for backtest rows.
Experimental Observations