Motivation I’ve been looking more closely at short-vol carry trades on the SPX. These trades try to collect a small premium with a high win rate and occasional losses. A common explanation for why...

Motivation In this post, I evaluate the economic impact of a regime forecasting model on a 1DTE SPX iron condor strategy. As a brief recap, I’ve been working toward automating a short volatility ...

In my first analysis of a 1DTE SPX strategy, I focused on the distribution of returns and how the strategy behaves across different market regimes and I ignored standard metrics like Sharpe ratio a...

Motivation I analyzed a simple 1-day-to-expiration (1DTE) SPX iron condor strategy in a previous post. I found that the strategy is not uniformly unprofitable. Rather, its performance depends heav...

Motivation Short-dated premium strategies are popular because they win often. Selling very short-dated options on indices like SPX can produce a steady stream of small gains, and the resulting equ...

I’ve been trading short-dated options on the SPX (mostly 0 and 1-DTE iron condors). It’s very easy for this strategy to look like it’s working. If you manage your sizing, pick reasonable entries, a...

The last year and a half I’ve been learning how to trade options. It took me some time to get comfortable thinking in terms of options and I’ve enjoyed teaching others the basic concepts. I strongl...

Motivation I went on a little adventure recently while working on a prototype Next.js app. I needed to implement magic links for authentication. My team wanted to use magic links in our prototype ...

Motivation RuleRover is a Ruby gem I’ve built to implement some of the fundamental logic programming algorithms detailed by Russell and Norvig1. My interest in this field traces back to my graduate...

One of my favorite tools these days is the note taking app Obsidian. Obsidian provides a lot of nice functionality for organizing and searching through notes such as tagging with keywords and fuzzy...