Quant Galore

option-probability-distribution. Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore

kalshi-trading. System for Trading S&P 500 Daily Brackets on Kalshi Prediction Markets

mlb-runline. Sports Betting Algorithm for MLB Runline.

Time-Series-Momentum. A system for implementing a time-series momentum approach, historically and in production.

selling-volatility. A System for Selling 0-DTE SPX Options

quant-super-system. A Multi-Strategy Quantitative Trading System using the TastyTrade API and Kalshi

volatility-surface. System for Using Volatility Surfaces to Trade Options - The Quant's Playbook @ Quant Galore

arimax-options. System for using ARIMAX models to trade options on the S&P 500.

statistical-arbitrage. System for Testing Statistical Arbitrage Strategy

spx-vol-engine. Method for systematically selecting strikes and managing risk of an SPX-based volatility premium capture strategy. Created by Quant Galore (The Quant's Playbook @ Substack)

volatility-trading. System for Using Random Forest Models to Predict S&P 500 Volatility - The Quant's Playbook @ Substack

short-term-trading. Script for a Short-Term Asset Prediction Machine Learning Model - The Quant's Playbook @ Quant Galore

sp500-overnight-prediction. System for using Random Forest models to predict the S&P 500's overnight return.

dirty-vix. System for Calculating a Single-Stock VIX Index and Isolating Idiosyncratic Volatility

nba-algo. A Primitive NBA Moneyline Algorithm - The Quant's Playbook @ Substack | Quant Galore

momentum-trading. System for Building and Modeling a Long/Short Momentum Trading Strategy

memecoin-momentum. A system that ranks and outputs the top 3 highest-momentum memecoins on Ox.Fun each day using a straightforward quantitative methodology.

gasoline-trading. System for trading RBOB Gasoline futures contracts based on CFTC data.

stock-range-prediction. System for creating Monte-Carlo-esque rolling price bands

Event-Driven-Short-Selling. A system for short selling around S-1 events amongst a micro and small cap universe.

prediction-models. Prediction model for S&P 500 returns using features derived from the VIX index.

index-rebalancing. System for an S&P 500 Index Rebalancing Trading Strategy

trend-following. Modeling a Multi-Asset Trend-Following System

pattern-recognition. A system for identifying historically similar intraday price patterns using Euclidean distance and evaluating their behavior after the match point.

mlb-props. Player Hit Props - The Quant's Playbook @ Substack | Quant Galore

nfl-props. NFL Reception Player Props - The Quant's Playbook @ Substack | Quant Galore

mlb-prediction-algorithm. Algorithm for Estimating the winner of a given MLB matchup.

sec-speed-trading. System for Extracting, Classifying, and Evaluating Real-Time SEC Filings & Prices

ark-rebalancing. System for Trading / Front-Running ARK ETF Rebalances

rvol-short-strategy. A system for shorting stocks based on recent high realized volatility.

theoretical-options. System for calculating the theoretical PnL of an options portfolio based on a given realized move in the underlying.

futures-quant-matrix. Original Source - Futures Sniffing: The Problem With Quantitative Alphas - The Quant's Playbook

nfl-quasi-arbitrage. Victory Margin Analysis for "Quasi-Arbitraging" NFL Markets - @ The Quant's Playbook

at-the-money. A collection of strategy resources designed to assist in the trading of at-the-money SPX credit spreads.