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Laboratory

SkewPreme

Analyze and exploit volatility skew opportunities to identify premium extraction strategies and market inefficiencies.

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HedgeRoll Strategies

Optimize rolling hedge positions to improve risk-adjusted returns and manage portfolio exposure efficiently.

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RiskBeacon

Identify optimal hedging opportunities through advanced signal detection and market timing indicators.

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DistroYield

Covered call distribution strategy with adaptive overlay targeting monthly income yield on individual stocks.

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LeadLag

Calendar rebalance between SPY and TLT: on a set trading day each month, buy the underperformer (stock or options); exit at month-end.

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