EdgeQuantTrading
Market Structure and Options Research
Where price went, and where it stayed.
EdgeQuant studies how prices are actually formed — the microstructure of the order book, the structure a session leaves behind, and the theory that prices options written on it. The research is independent, the writing is free, and nothing here tells you what to buy.
Research
Two questions, studied properly
Both are about the same thing from two sides: what the market does with time and price, and what that implies for the contracts written on it.
Market Structure
The continuous double auction, and what it leaves behind: how orders become prices, what a session's distribution of time at each level records, and which of those regularities survive costs and an honest null.
Read the area →Options Theory
What a premium is made of, how the standard models fail and where, and what the surface of implied volatility does and does not tell you about what the market expects.
Read the area →Services
Three ways this becomes useful to someone else
Corporate training
Market structure and options for trading, risk and technology teams — at the level of mechanism rather than recipe.
What is taught →Individual training
One-to-one and small-group teaching for practitioners, students and career changers.
What is taught →Automation consulting
Helping you build your own trading product or research automation. You own it, you run it; I bring the design judgement and the awkward questions.
What is advised on →Writing
Published work
Long-form, figure-led, and free. Nothing is gated and nothing asks for an email address.
Bid, Ask, Risk
How the machinery actually works — what a quote really says, what each order type gives up, why long and short are not mirror images, and the six costs that quietly decide whether a strategy survives contact with a real book.
Read the guide →Strike, Premium, Theta
The buying side of options, and only the buying side. What a premium is made of, why decay is not linear, why the strike is not break-even, and how implied-volatility crush loses money on a call you got right.
Read the guide →Who
One researcher, working in the open
EdgeQuant Trading is the research practice of a single independent researcher working on market microstructure and options theory. The work is done in the open where it can be: the educational writing is free, the method is stated, and the studies that came back null are written up alongside the ones that did not.
What is not in the open is what any research practice keeps to itself — the specific techniques, parameters and instruments currently under study. That boundary is deliberate and is stated as policy on the research page rather than left for you to infer from what is missing.
Education and research only. Nothing on this site is investment advice or a recommendation to buy or sell anything. Trading carries a real risk of loss and most short-term retail traders lose money. Every figure and instrument in the published writing is illustrative. Speak to a licensed professional before you risk capital.