Trading options can be an effective way to generate income and grow a portfolio, but results depend on process quality: disciplined research, repeatable execution, and risk controls that hold up in live markets.
Historically, MesoLive operated with a "human in the loop". With the MesoLive SDK, our customers can automate execution while keeping the controls and oversight their operation requires.
The Rhino Options Strategy is a conservative, broken‑wing butterfly income trade with an upside hedge. Rhino is not just a simple trade; it’s a whole family of related strategies that have evolved over nearly a decade in response to changing market conditions.
MesoSim v3.0 is the most significant update to our simulator since its launch.
It introduces two major modules — the Options Valuation Model and the Timing Module—alongside numerous enhancements for quantitative strategy development. The release also refines user experience with an integrated AI Agent and a Volatility Surface viewer, helping you iterate faster and build more accurate strategies.
This is an important milestone, please read on.
We’re excited to announce MesoLive v2.0, headlined by full TastyTrade brokerage support, enhanced Paper Trading capabilities, and stability/performance improvements across the stack.
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.