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Anotace knihy

An options dashboard is only as useful as the data, calculations, and assumptions behind it. Learn how to examine all three.

0DTE Options Engineered takes readers inside the analytical machinery of an SPX research dashboard. Mark Lyall connects options mathematics with practical software design, showing how market observations become calculations, signals, and testable hypotheses.

This technical companion to 0DTE Options Decoded is designed for traders who want to understand their tools and developers who want to build or extend them.

Inside, you'll examine:

• Pricing and risk mathematics: European option valuation, Greek units, payoff calculations, put-call parity, and gamma exposure assumptions.
• Market-data engineering: Feed adapters, timestamps, historical archives, and the distinction between live observations and delayed information.
• Signal construction: Range classification, playbook logic, and reversal warnings tied to explicit conditions.
• Network models: Sector relationships, oil, rates, and news inputs, including methods for estimating missing observations.
• Backtesting discipline: Execution costs, data leakage, evaluation choices, and comparisons with simpler alternatives.
• Practical implementation: Worked calculations, executable examples, and the architecture of the accompanying research dashboard.

Equations, code, diagrams, and cited research make the reasoning inspectable. Implemented features are distinguished from proposed extensions, and historical results are presented with their assumptions and limitations.

Develop the skills to trace an analytical result from its source data to its conclusion-and judge whether the evidence supports it.

Parametry knihy

• Plný název: 0DTE Options Engineered
• Podnázev: The Mathematics, Code, and Models Behind SPX Trading Analytics
• Autor: Harmohit Lyall
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 84
• EAN: 9798178562741
• ID: 54071586
• Nakladatelství: Independently published
• Hmotnost: 163 g
• Rozměry: 254 × 178 × 4 mm
• Datum vydání: 02. October 2026

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