Research

Research Intraday Volatility Trading: Timing the Open, Midday, and Close Intraday volatility follows a U-shape: 35-40% of the daily range occurs in the first hour. This guide covers timing the open, midday, and close… Read → Research Trading in Low Volatility: Strategies That Work When VIX Is Below 15 VIX below 15 occurs roughly 40% of the time. Premium is thin, breakouts fail more often, and complacency builds. This guide covers strategy selection,… Read → Research Volatility Risk Premium: How to Harvest It and What to Watch For The volatility risk premium is the gap between implied and realized volatility. IV exceeds RV roughly 85% of the time on SPX. This guide… Read → Research IV Skew Explained: How to Read and Trade the Volatility Smile IV skew measures how implied volatility differs across strike prices. Put skew on SPX averages 5-8 points steeper than call skew. This guide covers… Read → Research Micro Futures for Volatility Trading: MES, MNQ, MCL with Small Accounts Micro futures let $5,000-$25,000 accounts trade ES, NQ, CL, and GC volatility at 1/10th the risk. This guide covers contract specs, margin requirements, ATR-based… Read → Research Volatility-Adjusted Stop Losses: ATR, Chandelier, and Keltner Methods Fixed stops ignore volatility. A 10-point ES stop works at VIX 12 but fails at VIX 30. This guide covers ATR stop-loss formulas, multiplier… Read → Research Gamma Scalping Explained: How Market Makers Profit from Volatility Gamma scalping profits when realized volatility exceeds implied volatility. Buy options, delta-hedge continuously, and capture the difference. This guide covers the gamma-theta tradeoff, hedging… Read → Research VVIX Trading: How to Use the Volatility of Volatility Index VVIX measures the implied volatility of VIX options. Normal range: 80-100. Above 120: extreme fear. Below 70: complacency. This guide covers VVIX calculation, the… Read → Research Keltner Channels vs Bollinger Bands: Which Is Better for Volatility Trading Keltner Channels use ATR; Bollinger Bands use standard deviation. One adapts slowly and tracks trends; the other reacts fast and detects squeezes. This guide… Read → Research Volatility Regime Detection: From Simple Rules to Machine Learning Regime detection classifies markets into low/normal/elevated/crisis states. This guide covers VIX threshold rules, 200-day MA crossover, Hidden Markov Models, GARCH, machine learning classifiers, regime… Read →