Autoresearch — Experiment Log
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MA Sweep Results
Single MA Comparison
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Out-of-Sample Validation
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MA Crossover Walk-Forward
Model Comparison
Volatility Regime Analysis
Realized Volatility (21d EMA)
Vol Ratio Threshold Sweep
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Vol Regime Continuation Rates
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Bayesian Signal Analysis — P(positive return | signal)
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MA Spread Predictive Value
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Cross-Series Leaderboard — 49 Series (7 Tickers + 42 Ratios)
Full Leaderboard
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File Paths
Growth vs Value Rotation
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Rotation Backtest — Always 100% Long
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GV Signals on GLD/AGG
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Standalone Ratio Backtests
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VIX Futures Term Structure
Time Range:
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Contango Mode:
VIX Spot History
Contango / Backwardation History
Related Volatility Indices
VIX Spikes (Last 5 Years)
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Synthetic ATM Straddle — Bloomberg Methodology
Strike Comparison
Spot ATM Strike
—
round(spot, 1)
Forward ATM Strike
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fwd price: —
Strike Difference
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fwd − spot ATM
Spot ATM Straddle
Forward ATM Straddle
Greeks Comparison — Analytical vs Bump-and-Reprice
| Greek |
Spot ATM Analytical |
Spot ATM Numerical |
Fwd ATM Analytical |
Fwd ATM Numerical |
Numerical Greeks use Bloomberg bump-and-reprice methodology: spot ±0.5%, vol ±50bp, rates ±10bp, time −1d
Options Chain Snapshot
Underlying:
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Put/Call Ratio & Volume
IV Overview
Open Interest by Strike
Data Sources
Active: Polygon.io (via Massive MCP) — chains, historical OHLC, contract reference
Available: Theta Data ($80/mo — tick-level + Greeks), ORATS ($99/mo — backtester), DeltaNeutral ($575/yr — 20yr EOD)
Libraries: py_vollib (pricing/Greeks), Optopsy (backtesting), polygon-api-client
Full reference: /var/lib/jarvis/personal/finance/research/options/OPTIONS_DATA_SOURCES.md
Paper Trading Account
Open Positions
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Submit Order
Recent Orders
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Equity Curve
Live Signal Monitor
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Pareto Frontier — Non-Dominated Solutions
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Full Rankings (Top 20)
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Signal Changes
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Improvement History
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Risk Monitor — Correlation & Volatility
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