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
Fabio Baruffa — PhD Quantum Computing  ·  ex-Intel  ·  ex-AWS  ·  Lead Cloud Consultant  ·  Quant Trader & Investor  ·  Startup Mentor

Latest Posts

Pin Risk: How High Open Interest Creates Price Gravity

Max Pain tells us where the equilibrium point sits. But what's the actual mechanism that pulls the price toward it? Why do stocks repeatedly close within pennies of high...

Max Pain in Options Trading: Manipulation or Market Dynamics?

It's Friday late evening, and I am trading options. The market closes in a few hours, and I am monitoring my positions before the options expiration. I am watching SPY...

Options Liquidity and Market Execution

Before any option trade, I spend a lot of time analyzing the market, identifying a perfect setup, calculating my edge, and then I enter the trade. My thesis plays out...

Reading Options Volume and Open Interest

I often find that a simple physics analogy makes trading concepts easier to grasp, particularly when explaining the difference between what’s moving and what’s already...

Expected Move: The Options Trader’s Guide

Before earnings, product launches, or Fed announcements, traders face a critical question: How much will this stock actually move? The expected move answers this by...

Spread Trading with Z-Score

Pairs trading exploits the principle of relative value. Like in physics, we sometimes do not care only about absolute values — we care about deviations from a reference...