Market notes
Long-form trading notes, market-structure breakdowns, and derivatives analysis from BackQuant. Written for traders who want the mechanics behind the flow, not surface-level commentary.
A foundational guide to understanding how options prices respond to price, time, and volatility, without getting lost in complexity. This is not a comprehensive guide on how different Greeks interact.
A systems-based approach to trading psychology, including position sizing, discipline, backtesting, game theory, and statistical consistency.
Derivatives Data Essentials: Part 2. Covering Liquidations, Volume Delta, Long-Short Ratio & Taker Buy Sell.
Introduction to Open Interest, Cumulative Volume Delta, Funding, and Orderbook Depth.
A breakdown of the VWAP's mechanics, behavior and practical applications.
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