Reproducibility is the cornerstone of credible quantitative research. In both academic papers and proprietary trading strategy development, results mean little if others cannot replicate them. Yet in quantitative finance, reproducibility remains challenging due to proprietary data, complex methodologies, and now, increasingly autonomous AI agents.

Exploring alternative assets like GLD ETF options enhances portfolio diversification by tapping into distinct volatility profiles and correlation patterns, especially beneficial during volatile market environments.

In this post, we examine a simple, yet effective Put-Write strategy applied to GLD ETF Options, demonstrating how precious metals can serve as source of options income.

MesoSim v2.13 and MesoLive v1.1 introduce three key enhancements for quantitative options research and execution:

GLD ETF options, 3D volatility surface visualization, and unrestricted paper trading.

Today we are releasing Merlin v1.4 and Q-API v1.4, introducing significant enhancements in our machine-learning-based strategy-optimization toolkit.

These additions address recurring challenges in options-trading research: non-linear relationships, feature redundancy, and scale differences—that can degrade model performance.

We’re excited to announce the launch of Deltaray FundPro, our comprehensive platform designed specifically for institutional clients conducting options trading research.

FundPro represents the next evolution of the MesoSim Institutional offering, expanding our capabilities beyond backtesting to cover the entire trading lifecycle.