VIX for Options Traders: What It Is, How to Use It, Where to Get the Data
The most quoted number in finance is also one of the most misunderstood. Here is what the VIX really measures, …
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Stock Selection Is the Edge: What a 10-Year Put-Selling Study Taught Me About Free Cash Flow
The Wheel starts with selling puts, and a 10-year Goldman Sachs study shows the single fundamental that drives …
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Hedging a Dollar Options Book When You Think in Euros
If you live in Europe and sell options on US underlyings, you carry a risk most retail traders never measure: …
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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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