VIX Term Structure Inversions Since 2018: What Backwardation Actually Signals
Tomasz Dobrowolski, Quant Engineer
research notes
Research & Insights
Technical notes on options pricing, volatility modeling, and quantitative trading strategies. Original research for systematic traders and portfolio managers.
12 Things You Can Do with FlashAlpha Historical: Minute-Level Options Data Projects for Quants
Tomasz Dobrowolski, Quant Engineer
Flow-Signed GEX (polarity=flow): Are Dealers Long or Short Gamma From Today's Tape?
Tomasz Dobrowolski, Quant Engineer
Backtesting Futures Gamma (ES & NQ): Historical GEX Done Right
Tomasz Dobrowolski, Quant Engineer
How to Get SpotGamma Data via API: The Complete Migration Guide (HIRO, TRACE, Equity Hub)
Tomasz Dobrowolski, Quant Engineer
Market Regime Classification with FlashAlpha: Gamma, Volatility & Dealer-Flow Regimes
Tomasz Dobrowolski, Quant Engineer
GEX on ES & NQ Futures: Live Gamma Exposure for E-mini S&P and Nasdaq
Tomasz Dobrowolski, Quant Engineer
Flow GEX on Futures: Live Intraday Dealer Flow for ES & NQ
Tomasz Dobrowolski, Quant Engineer
ES Futures Gamma vs SPY & SPX: Why the Futures-Native Read Is Different
Tomasz Dobrowolski, Quant Engineer
No articles match your search.
Showing 64 to 72 of 231 results