Systematic 0DTE Options Trading
Defined-risk options strategies on SPX and index products, driven by dealer positioning and regime. These systems carry strong Calmar and Sortino ratios across forward testing and live management.
Algorithmic Trading · Real-Time Financial-AI Systems
Real-Time Market-Structure Intelligence
Real-time 0DTE SPX options-microstructure infrastructure, with a self-hosted AI layer that reasons over live market structure.
Some methodologies
Focus areas
Real-Time Market Microstructure
Tick-level ingestion and per-minute aggregation of gamma / delta / vega exposure, charm, skew, max-pain and net-premium drift across the full 0DTE SPX chain, VIX and 250+ concurrent instruments.
Applied AI for Trading
Local LLM agents that learn the way I trade — from my notes, daily write-ups and past sessions — through a pgvector memory layer, pre-warmed with dense structural summaries instead of raw ticks.
Quantitative Research & Backtesting
A strategy registry with walk-forward validation and prop-firm drawdown/survival modeling, with reproducible result caching for honest, comparable evaluation.
What I'm currently building
Self-hosted inference for real-time trading
Today I rotate one-shot calls across commercial APIs — Claude (the most capable), plus Gemini, Mistral and others — feeding each a tightly compressed market summary, because tick-level data won't fit and the plan caps run out mid-week. Moving to a self-hosted model removes the cap and lets me benchmark what actually matters for trading:
Latency
Time-to-first-token and generation latency low enough to fit inside scalping execution windows.
Requests per minute
Sustained, minute-by-minute context injection through the session without thermal or VRAM bottlenecks.
Data throughput
Rapidly experimenting to learn which real-time signals carry edge — and which are noise — across high volumes of structured market data.
Execution integration
Decision speed fast enough for the model to react inside scalping windows — quicker than manual execution of the same methodology.
The longer-term goal is a refined local model with durable long-term memory — warmed from summary profiles and continuously taught my methodology — running at high throughput on dedicated hardware.
Selected work
Systems I've built
KGB-ONE Options Intelligence
A real-time SPX options analytics and automated-reporting platform: per-minute dealer-exposure snapshots, filtered net-premium drift, regime detection, and gated end-of-day / pre-open / intraday report generation — surfaced through a React charting portal, with verification gates on every published figure.
Local AI Agent Stack
Multi-agent orchestration over a knowledge base of thousands of embedded research chunks with structured tool use. It learns from my daily write-ups and past sessions via pgvector — and is being moved off API caps onto self-hosted hardware at near-zero marginal cost per token.
Research & Backtest Engine
Backtesting, a strategy registry and signal research (dealer-positioning, regime and ML families) with prop-firm survival simulation and reproducible, cached result sets for comparable evaluation.
PKI, WebTrust & Cryptography
Earlier career · 2001–2015
Two generations of WebTrust-certified public-key infrastructure — multi-layer CAs, registration authorities, LDAP, and OCSP — deployed to government, banking, and industrial clients across 30+ countries. HSM-integrated custom cryptography, smart-card platforms, and a granted patent for digital authentication of valuable goods. Secure data centres built to WebTrust and DoD Level 5 specifications; annual WebTrust audit programmes; EU EEMA PKI interoperability standards work.
Digital identity, social networks & blockchain
Earlier career · 2001–2015
Secure credential and password-management platforms across web, desktop, and mobile — X.509 digital IDs, encrypted local stores, and biometric integration. Consumer social-network systems for major sports franchises with Facebook/Twitter APIs, content management, and fan push alerts. Smart-card authentication architectures; commercial certificate and subscription transaction portals. Cryptocurrency and blockchain identity infrastructure for digital-asset provenance and secure transactions.
Daily intelligence
End-of-day reports
Every session my stack generates an end-of-day market report — dealer-positioning, regime, flow and the levels that matter — fronted by $RAVOLM, a regime-aware animated volume visualisation. A few recent ones:
2026-08-14 · Friday
Thirty-four points, all of them spent going nowhere
SPX made its high 35 minutes in at 7,810.01 and spent the next six hours giving it back, bottoming at 7,776.31 at 1:37pm before basing there and closing at 7,785.76. A 33.7-point range against an expected 25.6 - the day used its move without going anywhere
2026-08-13 · Thursday
The open was the low, and 7,800 pulled all day
SPX gapped into 7,763.18, never traded a tick below it, and spent 90% of the session above the expected-move top the prior book had put at 7,781. It closed at 7,798.99
2026-08-12 · Wednesday
Three Quarters of the Gap Came Back, Then the Book Rebuilt Underneath It
SPX gapped 37.3 points to a 7,766.01 opening high, gave back 27.5 into a 10:31 low that held above Tuesday's close, then ground back on a near-spot book inflating to +508.3 $M/$1 by 14:46, closing 7,748.50 (+0.26%)
2026-08-11 · Tuesday
The High Was the Opening Print
SPX gapped to a 7,767.51 open that was the session high, then bled all day to a 7,717.25 low at 14:29 as near-spot gamma and delta both crossed negative by 12:41 — a regime change, not an exhaustion low — closing 7,728.20 (−0.32%)
2026-08-10 · Monday
Thirty Points, and the Day Stopped a Point Short of the Call Wall
SPX never traded 17 points either side of its 7,751.74 open — the 10:49 high stopped 1.24 under the 7,775 call wall without tagging it, and the 12:44 low came as near-spot gamma troughed at −$92.1M, closing 7,753.11 (−0.06%)
2026-08-07 · Friday
The Long-Delta Anchor Walked 145 Points Up the Ladder
SPX gapped 25.2 points above Thursday and never traded back, running to 7,763.08 at 11:33 then fading to 7,734.39 at 14:46, where gamma flickered negative for one minute and re-inflated, closing 7,757.64 (+0.62%)
2026-08-06 · Thursday
The High Came Early and Nothing Came Back For It
SPX took its whole upside to a 7,742.85 high by 10:20 and spent 76% of the day beneath the prior close — the 7,700 strike flipped from +$610M of delta to −$483M around 11:15 — basing after a 7,698.15 low to close 7,709.96 (−0.18%)
2026-08-05 · Wednesday
Gap-and-Fade: High of Day in the First Minute
SPX opened 7,786.97 on a +50-point gap, printed its 7,793.68 high at 09:31 and never looked back up, selling to a 7,720.17 low as near-spot positive delta drained from +$13.1B to +$1.4B, closing 7,723.55 (−0.17%)
2026-08-04 · Tuesday
A 136-Point Grind, Then The Bell Took 22 Back
SPX gapped up 30 points, printed a low inside eight minutes and never traded back through it, grinding 129 points higher as near-spot positive delta built to +$49.8B; a $4,479M sell MOC took it off the 7,758.21 high to close 7,736.52 (+1.79%)
2026-07-31 · Friday
Down 38 Points Below Thursday, Then A Six-Hour Climb To The High
SPX gapped up 24 points and handed it all back inside forty minutes, flushing to a 7,399.83 low with the near-spot book at its most destabilised; the speed of the repair by 10:40 turned it, and six hours of grind closed 7,489.72
2026-07-30 · Thursday
A 74-Point Gap That Never Gave Anything Back
SPX gapped 74 points to 7,390.45 and built its low by 11:26, never revisiting it; the advance came entirely after 13:00 as near-spot gamma on the expiring book inflated sixteen-fold to +$1.65B, closing 7,437.63
2026-07-29 · Wednesday
Calls Were Bid All The Way Down
Flow and structure disagreed all session and structure won — aggressor 0DTE premium ran +$39.6M into the 12:16 low while gamma sat at −$98M; the post-FOMC rally died at 7,450.84 before gamma broke to −$719.8M, closing 7,316.15
2026-07-28 · Tuesday
Amplified Into The Low, Damped Out Of It
SPX rolled over into a 7,382.95 low at 09:48 with the book short gamma and accelerating the slide; at 11:17 ET gamma flipped long, the accelerant switched off, and price ground to a 7,452.09 high, closing 7,428.78
2026-07-27 · Monday
Five Hours With The Brakes Off
SPX gapped up 52 points to 7,464 and never traded higher — the 7,480.57 high printed at 09:36, then near-spot gamma flipped negative at 10:30 and stayed there for five hours, taking price 98 points down to a 7,382.74 low at 13:18 before a slow grind back and a $684.7M MOC buy imbalance closed it at 7,413.18, just 1.20 points from Friday
2026-07-24 · Friday
A Round Trip To Nowhere
SPX opened 7,406 and ground up to a 7,461 high at 12:11, rejecting the 7,470 positive-gamma call wall, before fading to a 7,397 low at 15:25; a $1.25B MOC buy imbalance lifted it back to a flat 7,412 close — a 64-point round trip that resolved nothing, leaving price mid-range between the 7,400 put shelf and 7,470 wall in a net-negative near-spot book
2026-07-23 · Thursday
A Flush, A Bounce, And No Repair
SPX gapped 80 points below prior close to 7,418, tagged a 09:43 high of 7,450 — its only visit to the upper half — then bled to a 7,376 low as full-book dealer delta hit its most-negative of the day; the 32-point crawl back to 7,408 was forced-dealer-buying amplification, not a repair, and the book closed net-negative with 7,420 an overhead flip and no shelf beneath spot
2026-07-22 · Wednesday
Forty Points Up, Forty Points Back
SPX opened 12 points below prior close, reversed off a 7,485.85 low as near-spot gamma flickered and $3.1B of short delta drained and reloaded, ran to a 7,525.94 high nine points under the day's heaviest gamma wall — then gave it all back after a 14:12 gamma flip, closing at 7,498.96 on the 7,500 strike with a $1.13B MOC sell imbalance supplying the last leg
2026-07-21 · Tuesday
Gap Up, Shelf Reclaimed, Book Repaired
SPX gapped up 47 points, defended the one early test 25 points above prior close, and ground to a 7,515 high before pinning at 7,509.20 (+0.89%) — near-spot dealer delta swung from −$0.3B to +$19.4B intraday as the whole negative-gamma book from Monday repaired into a positive corridor
2026-07-20 · Monday
Gap, Fade, No Floor
SPX gapped up 31 points to 7,489, topped at 7,513 just eight minutes in, then sold for six and a half hours — the low printed on the day's heaviest negative-gamma cluster at 7,440 and a $2.5B MOC sell imbalance carried the close to 7,443.28, the full gap surrendered with no gamma shelf left below
2026-07-17 · Friday
Gap Down −86, Buy Them All Morning, Fade Them All Afternoon
SPX gapped 86 points lower to 7,447, knifed to the 7,431 low within five minutes, then rode a dealer-unwind rally 66 points to a 12:52 high at 7,498 — which died the minute near-spot gamma turned positive. The afternoon gave two-thirds back into neg-gamma before a $2.26B MOC buy imbalance caught the close at 7,457.69 on July monthly opex
2026-07-16 · Thursday
The Gap Never Filled — Then the Floor Gave Way: SPX Flushes to 7,504 Into a Monthly-Opex Eve and Snaps 28 Points Off the Low
SPX opened 7,558.80 (−14pt gap down), the 10:33 recovery high failed below Wednesday's close under a descending call wall, and after the 12:05 gamma flip the afternoon bled to a 15:49 low of 7,504.02 — where dealer books hit maximum destabilization and re-inflated violently, snapping price back to a 7,533.77 close ahead of Friday's July monthly opex
2026-07-15 · Wednesday
Gap Up, Midday Flush, Full Round Trip: SPX Undercuts Tuesday's Close in Neg-Gamma, Then Reclaims 7,572 as the Book Re-Inflates
SPX opened 7,571.72 (+28pt gap up), tagged 7,581.50 at 10:19 ET, then flushed through two gamma-regime flips to a 12:41 low of 7,526.95 — 17pt below Tuesday's close — before the afternoon re-inflation carried it all the way back to a 7,572.40 close, with $1.27B of dark-pool volume printed right at the settled level
2026-07-14 · Tuesday
Gap Up & Recover: SPX Opens 7,536.70, Flushes to a 10:16 Low as Near-Spot Gamma Flips Negative, Then Rallies to a 10:34 High and Holds Into a 7,543.59 Close at the Call Wall
SPX opened 7,536.70 (gap up), flushed to a 7,513.23 low at 10:16 ET as near-spot GEX briefly flipped negative, then reversed hard to a 7,557.44 high just 18 minutes later at 10:34 ET — near-spot dealer delta swung from -$3.9B to +$933M over the same stretch, closing 7,543.59 right at the 7,545 call wall
2026-07-13 · Monday
Gap Down & Fade: SPX Opens 7,547.53, Pops to a 9:32 High, Then Grinds to a 15:38 Low as Near-Spot Dealer Delta Flips $32B Negative
SPX opened 7,547.53 (gap down), popped to a 7,565.37 high at 9:32 ET, then faded almost the entire session to a 7,506.41 low at 15:38 ET — near-spot dealer delta collapsed from +$3.7B to -$29.0B over the same stretch, closing 7,515.34
2026-07-10 · Friday
Flush & Recover: SPX Dips 39pt to a 10:33 Low Then Grinds to a New HOD Close at 7,575.39 (+0.42%)
SPX opened flat, flushed 39pt to a 7,508.16 low at 10:33 ET, then ground higher the rest of the session to a fresh 7,579.93 HOD at 15:50 ET — near-spot dealer delta drained to ~$3.8B at the low before rebuilding to ~$51.8B by the close
2026-07-09 · Thursday
Positive-Gamma Trend Day: SPX +0.81% to 7,543.64 on a Grind Up Into a 7,550 Wall That Built All Afternoon
SPX gapped up 9pt and put in its low first — a 7,481.73 LOD at 10:21 ET testing the prior close — then ground higher all afternoon inside positive gamma to a 7,546.89 HOD at 13:48, pinning into a hardening 7,550 wall to close 7,543.64
2026-07-08 · Wednesday
Gap-Down Flush & Full Recovery: SPX −0.28% to 7,482.71 After an 82pt Morning Dump to 7,421.82 Reversed Into a Positive-Gamma Grind Back
SPX gapped down 27pt to open 7,476.54, flushed to a 7,421.82 LOD at 11:30 (−1.09%, VIX spiking 18.91) on neg-gamma velocity, then reversed on dealer short-delta covering and a rebuilt +GEX magnet, grinding to a 7,488.51 HOD into a 7,482.71 close
2026-07-07 · Tuesday
Gap-Down Flush: SPX −0.45% to 7,503.85 as Morning −GEX Velocity Dumped 57pt Off the 09:32 High
SPX gapped down 20.8pt to open 7,516.63, tagged a 7,536.06 HOD at 09:32, flushed to a 7,478.63 LOD at 10:42 on neg-gamma velocity, then chopped around the 7,500 magnet through the charm window into a 7,503.85 close
2026-07-06 · Monday
Gap-Up Grind: SPX +0.72% to 7,537.43 on a Building +DEX Floor That Grew to ~$46B
SPX gapped up +23.7pt to open 7,506.96, dipped once to a 7,500.97 low at 09:38, then ground higher all session on a dealer-delta floor that built to ~$46.5B and a +GEX magnet ratcheting 7,520→7,540→7,550, tagging a 7,551.31 high at 15:24 before easing to a 7,537.43 close
2026-07-02 · Thursday
Flush & Recover: SPX Flat at 0.00%, a 113pt Round Trip From HOD to LOD
SPX rallied to a 7,540.75 high at 10:14 (capped by a forming +GEX wall), flushed to a 7,427.55 low at 14:00 through real negative gamma, then a $7.1B MOC buy imbalance drove the final 10 minutes back to a dead-flat 7,483.24 close
2026-07-01 · Wednesday
Gap Down & Recover: SPX -0.22%, DEX-Flip Reversal Off a Fresh High
SPX gapped -20.5pt to 7,478.84, flushed to a 7,449.63 low at 09:35, then rebuilt through the morning to a 7,521.81 high at 12:23 before a confirmed structural flip gave it all back
2026-06-30 · Tuesday
Q2 Final Session — Pin Day: SPX +0.79%, Gamma Concentration Locked Spot Into 7500 at the Close
SPX opened flat (+0.84pt gap), LOD 7438 at 09:31 (briefly below prior close 7440.43), then grind to HOD 7508.29 at 15:18 before reversing to close 7499.36
2026-06-29 · Monday
Trend Day Up (Gap-Fill Recovery): Pinned Into 7440 GEX Magnet
Gap +38pt → LOD 7348.88 at 10:15 (gap nearly filled), 6hr trend-up to HOD 7444.32 at 15:59, closed 7440.43 pinned into the 7440 +GEX magnet
2026-06-26 · Friday
Gap Down & Recover: 99pt Arc, Flat Close Below −GEX Shelf
Gap −44.75pt → LOD 7294 at 09:34, 99pt recovery to HOD 7393 at 11:44, closed 7354 below 6/29 put shelf (7365)
2026-06-25 · Wednesday
Gap-Up Fully Reversed: 96pt Range, Flat Close
+47pt gap → HOD 7419 at 09:33, 26-minute flush to LOD 7323, then a 6-hour grind recovery to unchanged
2026-06-24 · Tuesday
Rally to 7428 rejected, round-trip to flat — neg-γ accelerant overhead
Open 7371 → HOD 7428 at 11:30 → LOD 7337 at 15:10 → 7358 close — 91pt round-trip, +DEX floor held at 7350
2026-06-23 · Tuesday
Gap down, fade the bounce — −1.44% into neg-γ, no floor below
Opened −106 on the gap, bounced to 7424 by 10:20, then bled all session back to 7365
2026-06-22 · Monday
Pop, flip, bleed — −0.37% into neg-γ at 7470
Morning pop to 7530, GEX flip at 10:24, afternoon bleed to 7460
2026-06-18 · Thursday
Flush, rip, pin — +1.1% into the 7500 shelf
Aggressor 0DTE flow finished −$13.5M into a +1.08% close
2026-06-17 · Wednesday
FOMC Flush Into the 7400 Magnet
SPX −1.21% (7524 → 7403 low → 7420 close) · VIX +2.2 to 18.27 · NET_POSITIVE gamma pins 7395–7460
2026-06-15 · Monday
Iran peace gap-and-go · SPX 7,517 → 7,578 → 7,554
+1.66% close-on-close on a 61pt intraday range
2026-06-12 · Friday
Vol-crush pin · V-shape 7,363 → 7,456 → 7,431
+0.50% close-on-close on a 93pt intraday range
2026-06-04 · Thursday
Bear-trap reversal, capped at the wall
Opened into the 7,500 fears and printed the low minutes after the bell, then ran one-way higher as dealer positioning flipped bullish — tagging the 7,600 call wall before fading into the close.
2026-06-03 · Wednesday
Down tape, structure leaning lower
A one-way price-down session that closed under the gamma flip and pressed after-hours toward a descending max-pain target — with the bullish closing drift framed as a session footprint, not a forecast.
2026-06-02 · Tuesday
Constructive but capped
Strongly one-way put-selling drift under a positive-gamma cap, with a dealer-long delta shelf supporting price and a descending max-pain level as the lone counterweight.
$RAVOLM (Regime-Aware Animated VOLM) — research/visualisation, not financial advice.
Curriculum vitae
Profile
CISO and CTO background with 20+ years in regulated financial services and digital security — alongside full-stack systems development at the intersection of quantitative trading and applied AI. Designs, builds and operates systems such as real-time 0DTE SPX options analytics, dealer-exposure and regime engines, and a multi-agent AI / reporting layer with pgvector memory. These trading systems carry strong Calmar and Sortino ratios across forward testing and live management — with work now underway toward self-hosted LLM inference to apply local models to trading methodology at high throughput.
Core competencies
- Systematic options trading — defined-risk SPX / 0DTE strategies; risk-adjusted performance (Calmar, Sortino) across forward testing and live management
- Real-time market-data engineering — DXLink / WebSocket ingestion, TimescaleDB hypertables, Redis Streams event bus, Dockerised microservices on Linux with systemd
- Options analytics — GEX / DEX / VEX, charm, dealer positioning, max-pain, skew & term structure
- Quantitative research & ML — Backtrader walk-forward validation, prop-firm survival modeling, scikit-learn / XGBoost signal work; Parquet-derived cache layers for bulk pandas replay (Postgres as source of truth, columnar extracts where SQL would be the wrong tool)
- Live trading integration — broker and execution APIs across Tastytrade, Schwab (thinkorswim), MooMoo (Futu OpenD API), and cTrader (prop-firm FIX / Open API + Protobuf); DXLink market-data feeds
- Full-stack web engineering — FastAPI backends, React + Vite + Tailwind front ends, Plotly interactive charting and research portals
- Applied AI & agent systems — multi-agent orchestration, RAG over pgvector and Neo4j, tiered LLM dispatch with rate-limit metering, structured tool use, self-hosted inference (vLLM / Ollama)