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GLD Put-Write Strategy

· 6 min read
GLD Put-Write Banner

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.

Merlin v1.4 & Q-API v1.4 Release

· 4 min read
Banner

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.

Introducing Deltaray FundPro

· 3 min read
Horizont

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.

Alpha Research with MesoSim

· 6 min read
Telescope

Alpha is a quantifiable edge in systematic trading. A set of predictors that can be evaluated during entry and that have a statistically significant relationship to a position's terminal PnL can be considered alpha.