Equity models from options data
Options Trading Affects Markets
Options Trading Affects Markets
Options Trading Affects Markets
Options open interest, volume, gamma and other metrics can be helpful in foreshadowing large and small risk events in the underlying stock markets.
Machine Learning Tools
Options Trading Affects Markets
Options Trading Affects Markets
Our programs analyze options data along hundreds of parameters to identify risk patterns and directional trends.
Tail-Risk-Reduction Equity Models
Tail-Risk-Reduction Equity Models
Tail-Risk-Reduction Equity Models
Using the machine learning parameters, our models adjust the position size of a target ETF once per day to avoid tail risk. In the back-test, these models often show both increased investment return and decreased volatility.
Stable Growth Over Time
Tail-Risk-Reduction Equity Models
Tail-Risk-Reduction Equity Models
The goal with this approach is stable growth over time. These are not "get rich quick" models. While many investment ideas appeal to fear or greed, our models are designed for peace of mind.