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
Understanding options data is essential if you want to move from theory to actual, structured trading strategies. Whether you’re tracking implied volatility, evaluating...
Beyond just seasonal market patterns, learn to trade them using options can give you more flexibility and defined risk...
End of year seasonality of the S&P500 ETF (SPY) is one of the most persistent pattern among the seasonal effects study. In this post, I'll take a systematic look at this...
Markets may look chaotic, but under the intrinsic noise and unpredictability, some patterns quietly repeat.
These seasonal effects — recurring behaviors tied to the...
When you’re running a backtest, every line of code depends on a silent assumption: "The data actually reflects what happened in the market". But that assumption can break...
In quantitative trading, like in physics, every model starts with data — and often, that means historical prices.
But not all price data is created equal.
One of the...