Quant Mashup - Quantish

The Quantish Research Harness [Quantish]

Over the past year I built an operating system for quantitative trading research: a harness that lets AI agents run the grunt work of strategy development end to end, inside rails that make self-deception structurally difficult. It recently carried two strategies from an empty folder through the(...)

Refining The 0DTE SPX Breakout Strategy with Evidence-Based Exclusions [Quantish]

Every quant has been there. You’re backtesting a strategy, the overall results look good, but something feels off when you dig into the day-by-day breakdown. You keep digging while your gut says “this feels like data mining,” but the statistics keep pointing to the same uncomfortable truth –(...)

Profitably Trading the SPX Opening Range. Code Included. [Quantish]

This promising strategy comes from Option Alpha’s comprehensive research on trading SPX breakouts with zero-day-to-expiration (0DTE) credit spreads – selling one option while buying a further OTM option for protection, collecting premium with defined risk. If you’re not famliar with Option(...)