Quant Mashup - Cracking Markets Intraday Breakout Details That Matter: Exits, Slippage and 0DTE Options [Cracking Markets]A simple intraday volatility breakout can work surprisingly well. But in live trading, the edge is often shaped by small practical details: how we exit, how much slippage we pay, and whether we can express the same idea through ETFs, futures, or 0DTE options. In this article I share several(...) Do Breakouts of Strong Swings Work? I Tested 40 Futures Markets and the Data Is Clear [Cracking Markets]Many traders spend hours hunting for strong support and resistance levels with the goal of entering counter-trend trades. They bet on price hitting a wall and reversing. However, when I tested over 15 years of history across 40 futures markets, I found something different. Peter Do Breakouts of(...) Comparing Affordable Intraday Data Sources: TradeStation vs. Polygon vs. Alpaca [Cracking Markets]When building an intraday systematic strategy, the quality and consistency of historical data can make or break your trading results. Cost, however, is also a critical factor for many traders. We conducted a comprehensive analysis comparing three popular data providers offering REST APIs for(...) Finding an Edge in IPOs: Research and a Backtested Mechanical Trading System [Cracking Markets]Ever heard the term "IPO" thrown around in financial news? Let's break down what it means and why it might be interesting for systematic traders. What Exactly is an IPO? "IPO" stands for "Initial Public Offering." It's the very first time a private company(...) US Stock Momentum Trading System for Retail Traders: Deep research [Cracking Markets]I recently tested ChatGPT Pro’s Deep Research functionality (released on Monday, February 3, 2025)—currently priced at $200/month—using the latest o3-mini-high model. My objective? To evaluate how effectively it can assist in developing a US Stock Momentum Trading System for retail traders.(...)