Options Trading Research
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Featured Runs info
Strategy | Run | Period | Sharpe | CAGR% | MaxDD |
|---|---|---|---|---|---|
| GeneticRhino-SPX-25Q4 | rhino_5aa7e8308b5303b2 | 2022-01-03 → 2025-10-31 | 2.31 | 13.08% | -4.24 |
| Rhino-SPX | Rhino-SPX | 2018-10-02 → 2025-11-11 | 1.12 | 3.15% | -2.81 |
| [GLD-Short-Put] | GLD-PutWrite | 2020-01-02 → 2025-06-18 | 1.08 | 7.32% | -8.1 |
| Boxcar | Boxcar-OOS | 2022-11-01 → 2024-07-11 | 1.34 | 39.46% | -22.51 |
| QuantPedia - Composite Seasonal | VRP-ShortPut-SL-Moneyness-Scaled | 2012-01-04 → 2023-12-29 | 1.88 | 12.07% | -8.26 |
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Deltaray Blog
2025-11-19:
Rhino Strategy Family: From Broken-Wing…
2025-11-01:
MesoSim v3.0: Advanced Valuation and…
2025-10-18:
MesoLive v2.0 — TastyTrade Integration…
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Reproducible Quantitative Research –…
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GLD Put-Write Strategy
2025-06-16:
MesoSim v2.13 & MesoLive v1.1 Release
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2026-01-12:
MesoSim AI Assistant tips
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S&P-500 Correlation Matrix
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Free historical and real-time market…
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Optimization books
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Chital - Double Diagonal over the…
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🚨 CBOE's new Complex Instrument…
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P-Sensitive Functions and Localizations
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Generating Alpha: A Hybrid AI-Driven…
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Directional Liquidity and Geometric…
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Predictive Accuracy versus Interpretabil…
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Who Restores the Peg? A Mean-Field Game…
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Optimal strategy and deep hedging for…
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The Compounded BSDE method: A…
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The Sherman-Morrison-Markowitz Portfolio
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MarketGANs: Multivariate financial…
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VIX and European options with jumps in…
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Learning Market Making with Closing…
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Pregeometric Origins of Liquidity…