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Quant Mashup - Deltaray
Rhino Strategy Family: From Broken-Wing Butterfly to Genetic Optimization [Deltaray]
The Rhino Options Strategy is a conservative, broken‑wing butterfly income trade with an upside hedge. Rhino is not just a simple trade; it’s a whole family of related strategies that have evolved over nearly a decade in response to changing market conditions. Monthly, Giant, and Baby Rhino(...)
- 26 days ago, 20 Nov 2025, 10:19pm -
New Contributor: GLD Put-Write Strategy [Deltaray]
Exploring alternative assets like GLD ETF options enhances portfolio diversification by tapping into distinct volatility profiles and correlation patterns, especially beneficial during volatile market environments. In this post, we examine a simple, yet effective Put-Write strategy applied to GLD(...)
- 4 months ago, 10 Aug 2025, 09:23pm -

    Welcome to Quantocracy

    This is a curated mashup of quantitative trading links. Keep up with all this quant goodness via RSS, X (Twitter), Facebook, StockTwits, Mastodon, Threads and Bluesky.

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    Folks who keep the lights on:


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    Trading the Breaking
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    Two Centuries Investments
    Unexpected Correlations
    Voodoo Markets

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