Systematic SPX research and analytics - over 30 years of market data, transparent strategy research, and daily market conditions, in one place.
Market data
over 30 years of SPX and VIX daily history with an interactive candle and line chart.
Strategy research
Published backtests and research notes on systematic SPX option strategies.
Daily conditions
Trend, IV rank, and market posture, computed nightly after the US close.
All content is impersonal research provided for informational and educational purposes only. It is not investment, legal, or tax advice, is not a recommendation to buy or sell any security, and is delivered identically to all subscribers. Trading options involves substantial risk of loss.
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