Alpha Research with MesoSimUnlocking Alpha: Advanced Options Strategy Research — A Case StudyFeb 12Feb 12
Strategies That Survived VolZillaAnalysis of how 11 strategies from our Strategy Library performed during August 2024’s VolZilla. Spoiler: Two did well.Feb 7Feb 7
MesoSim Basics: Vertical SpreadsLearn four ways to use MesoSim’s Strike Selector for Credit and Debit spreads in various market conditions with Vertical Spreads.Jan 30Jan 30
Delta Hedging TechniquesDelta hedging aims to reduce the risk of price movements in the underlying asset, and it is a common practice among Options Traders.Nov 25, 2024Nov 25, 2024
Portfolio Construction MethodsExplore how Equal Weighting and Modern Portfolio Theory might help improve investment performance by combining income strategies.Jul 2, 2024Jul 2, 2024
Evo-BWB: Evolutionary Optimized Broken Wing ButterflyThis article recreates a study on optimizing the Broken Wing Butterfly options strategy using Differential Evolution.Apr 13, 2024Apr 13, 2024
Advanced MesoSim Patterns pt. 1MesoSim Script Engine is a Lua-powered DSL for Options Trading, enabling dynamic simulations with advanced Greeks and smart rule sets.Oct 17, 2023Oct 17, 2023
The Weekend EffectIn our next post in the series of options trading strategies on the public domain, we present the Weekend Effect.Sep 29, 2023Sep 29, 2023
Volatility Hedged Theta EngineThe Volatility Hedged Theta Engine is a public variant of David Sun’s Theta Engine.Jun 29, 2023Jun 29, 2023
NetZero TradeNetZero is an ATM Broken Wing Butterfly trade on SPX that Andrew Falde has devised. We have performed a simulation of a public SPX trade.Mar 7, 2023Mar 7, 2023
