Blog

Dealer gamma positioning is one of the most powerful yet misunderstood forces in equity markets. Learn how market makers hedging requirements create support and resistance levels that traders can use.

When VIX spikes, standard iron condor widths break down. We analyze optimal strike selection using historical volatility cones and show how wider wings can improve return on capital.

The VRP is one of the most persistent edges in financial markets. We break down the academic evidence, practical implementation, and when this strategy fails.

Most retail backtests are deeply flawed. Learn the common pitfalls — survivorship bias, look-ahead contamination, and data snooping — and how to build robust validation frameworks.

Our latest release brings autonomous AI research agents, a cross-asset correlation heatmap, and a rebuilt backtest engine with parameter optimization and confidence intervals.

FOMC meetings, CPI prints, and earnings season — we map out the key dates and explain how each event historically impacts volatility and dealer positioning.