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
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...
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...
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...
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...
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...
Stock prices — and even their cumulative returns — often show long-term upward or downward trends that can mask underlying behavior.
In this post, we’ll use Python to...