Python-powered options strategies for systematic traders
Weekly breakdowns of quantitative trading, seasonal patterns, and options strategies, using a physicist's systematic and analytical approach to trading.
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Fabio Baruffa — PhD Quantum Computing · ex-Intel · ex-AWS · Lead Cloud Consultant · Quant Trader & Investor · Startup Mentor
Latest Posts
Every trader fears the bear market. But how many have actually studied one?
I ran a full cycle analysis on SPY, from 1996 to 2026, nearly 30 years and 7,650 trading days...
Implied volatility tells you how expensive options are. But expensive compared to what? IV Rank answers that question. In this post, we break down IV Rank and IV...
The previous post on spread trading kept things simple on purpose. One regression, one slope, one number to rule the whole strategy. Clean and clear. But that static...
On April 1st, SeasonHunter flagged a seasonal pattern on Hasbro (HAS) with a 77.8% win rate across 45 years of data. I opened a Bull Put Spread with less than $500 of...
The Put-Call parity is a mathematical law that connects every call and put option in the market. Break it, and the arbitrageurs eat you alive. Understand it, and you...
How 56 years of historical data reveal McDonald's most predictable pattern, and why March 22 to May 6 might be the best seasonal window...