How to Select Stocks for the Wheel Strategy
Stock selection is where most Wheel traders fail. This article introduces three curated screeners: S&P 500, …
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Three Principles Behind Serious Technical Analysis
I earned the SIAT Certified Technical Analyst designation, and used the milestone to tackle a question I get …
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Did My Market Regime Model See the 2026 Correction Coming?
A live out-of-sample test of a three-lens market regime framework: trend, volatility term structure, and …
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Covered Calls as an Income Strategy on Stocks You Own
How to generate consistent income from stocks you already own using covered calls. Real MARA trade example, …
Read more →Free Resources — Trading Guides & Frameworks
Free practical guides on systematic options trading, seasonal patterns, and Python-powered strategies. …
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The Poor Man's Covered Call: Same Income, 75% Less Capital
How a deep-ITM LEAPS replaces 100 shares, the one rule that keeps the diagonal from losing money, and a full …
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IV Rank: The Filter Every Premium Seller Needs
What IV Rank and IV Percentile measure, how to calculate them, and how to build a Python screener using IBKR …
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The Hedge Ratio Should Never Be Static
Why a static hedge ratio breaks pairs trading strategies, and how to implement a rolling OLS regression in …
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Put-Call Parity: The Equilibrium Behind Every Options Price
What put-call parity is, why it holds for every options price, how to construct synthetic positions, and a …
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Cash Secured Puts as Income Strategy
How to sell cash-secured puts as a systematic income strategy: position sizing, quality stock screening, …
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Systematic Approach to Options Trading
A practical framework for trading around pin risk and open interest concentration: strike selection rules, …
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Pin Risk: How High Open Interest Creates Price Gravity
What is pin risk in options trading, how dealer gamma hedging pulls stock prices toward high open interest …
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Max Pain in Options Trading: Manipulation or Market Dynamics?
What is max pain in options trading, how to calculate it in Python, and whether stocks are really pinned to …
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Options Liquidity and Market Execution
Why liquidity kills profitable options trades - how bid-ask spreads, open interest and volume affect execution …
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Reading Options Volume and Open Interest
How to read and interpret options volume and open interest in Python, what they mean, why they matter for …
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Expected Move: The Options Trader's Guide
How to calculate the expected move of a stock using options implied volatility in Python essential for strike …
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Spread Trading with Z-Score
How to build a pairs trading strategy using z-score to detect mean-reverting mispricings between correlated …
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Analyzing and Detrending Yearly Cumulative Returns
How to compute yearly cumulative returns in Python and detrend them to reveal true seasonal patterns applied …
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A Practical Guide to Retrieving Options Data
How to retrieve and analyse options chain data in Python using yfinance — expiration dates, strikes, bid/ask, …
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Trading Options on Seasonal Edge
How to translate SPY seasonal patterns into structured options trades — bull call spreads, bull put spreads, …
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SPY Seasonality Revealed
A data-driven look at SPY's recurring seasonal patterns, which months historically outperform and how to trade …
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The Hidden Patterns of Seasonal Trading
Markets are noisy, but some patterns quietly repeat every year. Learn how to find and trade seasonal effects …
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Adjusted vs. Unadjusted Prices: The Backtest
See how using unadjusted prices in a backtest silently distorts your results with a concrete Python example on …
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Adjusted vs. Unadjusted Prices: The Hidden Trap
Adjusted and unadjusted stock prices look similar but can make or break your backtest. Learn the difference …
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Building Walk-Forward Date Splits for Backtesting
How to generate walk-forward date splits in Python to properly backtest trading strategies across changing …
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Get the S&P 500 List: A Smarter Way
A cleaner, more reliable way to get the S&P 500 list using iShares ETF data and Python instead of scraping …
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Welcome to The Quantitative Edge
Why a PhD physicist turned quant trader and what The Quantitative Edge is all about: systematic options …
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