Deltaray Research·Jun 16, 2025GLD Put-Write StrategyExploring alternative assets like GLD ETF options enhances portfolio diversification by tapping into distinct volatility profiles and…
Deltaray Research·Feb 12, 2025Alpha Research with MesoSimUnlocking Alpha: Advanced Options Strategy Research — A Case Study
Deltaray Research·Feb 7, 2025Strategies That Survived VolZillaAnalysis of how 11 strategies from our Strategy Library performed during August 2024’s VolZilla. Spoiler: Two did well.
Deltaray Research·Jan 30, 2025MesoSim Basics: Vertical SpreadsLearn four ways to use MesoSim’s Strike Selector for Credit and Debit spreads in various market conditions with Vertical Spreads.
Deltaray Research·Nov 25, 2024Delta Hedging TechniquesDelta hedging aims to reduce the risk of price movements in the underlying asset, and it is a common practice among Options Traders.
Deltaray Research·Jul 2, 2024Portfolio Construction MethodsExplore how Equal Weighting and Modern Portfolio Theory might help improve investment performance by combining income strategies.
Deltaray Research·Apr 13, 2024Evo-BWB: Evolutionary Optimized Broken Wing ButterflyThis article recreates a study on optimizing the Broken Wing Butterfly options strategy using Differential Evolution.
Deltaray Research·Oct 17, 2023Advanced MesoSim Patterns pt. 1MesoSim Script Engine is a Lua-powered DSL for Options Trading, enabling dynamic simulations with advanced Greeks and smart rule sets.
Deltaray Research·Sep 29, 2023The Weekend EffectIn our next post in the series of options trading strategies on the public domain, we present the Weekend Effect.
Deltaray Research·Jun 29, 2023Volatility Hedged Theta EngineThe Volatility Hedged Theta Engine is a public variant of David Sun’s Theta Engine.
