LLM structural reasoning validation via gamma exposure analysis in options markets. Papers 1 & 2 complete. Digital Finance (Springer) submission in progress.

Production multi-agent trading platform with rigorous walk-forward validation. TSMOM momentum (1.097 Sharpe) + GEX regime filtering. Interactive CLI, autonomous trade lifecycle, daily scheduler. Alpaca integration. Built on Microsoft AutoGen. Research-driven approach with statistical validation. Educational - not financial advice.

A curated list of options analytics tools, APIs, libraries, papers, and educational resources for quantitative options trading

The ultimate collection of institutional trading resources: order flow, market microstructure, options GEX, and algorithmic frameworks.

Real-time 0DTE options analytics in Python — pin risk, gamma regime, expected move, dealer hedging, theta decay. Uses the FlashAlpha API.

Option data suite capable of pinpointing intra-day high/lows before they happen based on "Auction Market Theory" and delta weighted volume analysis of the 0 DTE option chain for indexes.

Real-time options intelligence for AI agents — 20 MCP tools for 0DTE SPX analysis

Python examples and tutorials for the FlashAlpha options analytics API — GEX dashboards, IV scanners, vol surface plots, dealer positioning, Kelly sizing

What is Gamma Exposure (GEX) and how to compute it — theory, math, and Python code for dealer hedging, gamma regimes, and options exposure analysis

Python SDK for the FlashAlpha options analytics API — live options screener, gamma exposure (GEX), DEX/VEX/CHEX, options flow, 0DTE, VRP, volatility surfaces, greeks

Options Radar trading dashboard for gamma exposure, max pain, call and put walls, ticker analysis, and trader risk education.

Structural options analytics for Deribit. Reveals dealer gamma positioning, pin risk, and hedging pressure for BTC and ETH expiries.

Open-source terminal UI for intraday gamma exposure, market-structure levels, and replayable options research.

Strike Gravity: A Unified Framework for Roundness, Gamma Exposure, and Reflexive Volatility at Psychological Price Levels.

JavaScript/TypeScript SDK for the FlashAlpha options analytics API — live options screener, gamma exposure (GEX), DEX/VEX/CHEX, options flow, 0DTE, VRP, volatility surfaces, greeks

Real-time SPX 0DTE dealer gamma (GEX) dashboard: vectorized Black–Scholes Greeks, zero-gamma level, live WebSocket updates, Recharts UI, Postgres history, and pluggable providers (YFinance / Tradier). Next.js 16 + FastAPI. PolyForm Noncommercial.

MCP server for real-time options analytics — gamma exposure (GEX), dealer positioning, volatility surfaces, greeks, and more. Works with Claude, Cursor, Windsurf, and any MCP-compatible AI assistant.

1500 GBM trajectories + GEX regime analysis

MCP server giving an LLM a typed, read-only tool surface over crypto-options analytics — GEX, vanna, skew, vol surface, greeks, IV-RV, live positions. Point Claude at Bybit data.

Watchlist scanner for unusual options activity — IV/HV, gamma, skew, squeeze setups, unusual flow — surfaced in a live dashboard with synthesized setup reads, IV rank, and signal outcome tracking. FastAPI + SQLite, free Yahoo data.