Research

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 → Research Opening Range Volatility Breakout: Strategy, Backtest, and Rules Opening range breakout trades the first directional move from the session's opening range. This guide covers timeframe selection (5/15/30 min), ATR range qualification, VIX-filtered… Read → Research TTM Squeeze Indicator: Setup, Signals, and Trading Rules TTM Squeeze detects when Bollinger Bands contract inside Keltner Channels, a compression-to-breakout signal. This guide covers setup on ThinkorSwim, entry rules, momentum histogram reading,… Read → Research Straddle vs Strangle: Which Volatility Strategy to Use and When Straddles cost more but profit from smaller moves. Strangles cost less but need bigger moves to pay off. This guide covers payoff math, Greeks… Read →