Readings & Documentation

Quantitative Market Analysis (QMA) is an open-source project for logging and analyzing options trading strategies. It uses a Jekyll front-end and a simple JSON data file to track market data. Designed for educational purposes, it provides a lightweight, self-hosted solution.

A curated list of blog posts and guides detailing the theoretical and practical trading strategies that underpin Quantitative Market Analysis (qma) project.

Core Trading Concepts

From Scalper to Seller: Why I Built "QMA" to Fix My Trading Psychology

An introduction to QMA, an open-source tool designed to enforce discipline and systematize options trading strategies.

Deep Research on Futures Pair Trades within the Tom Sosnoff 10/20/20/50 Portfolio Management Framework

This research details the quantitative construction and risk management of futures pair trades within the capital-efficient 10/20/20/50 portfolio framework.

Trading with Confluence: A 3-Factor Strategy for Intraday Traders

A quantitative approach to filter market noise using a three-factor momentum confluence.

A Systematic Framework for Trading Micro Gold (/MGC) Futures: Integrating Price Action, Advanced Indicators, and Disciplined Execution

This report details a systematic, rule-based framework for trading Micro Gold futures, integrating macro-drivers, multi-timeframe analysis, and dynamic risk management.

A Systematic Approach to Day Trading /MNQ Futures

A complete, systematic framework for day trading Micro E-mini Nasdaq 100 (/MNQ) futures, covering trend-following, risk management, and portfolio integration.

The High-Probability Derivatives Trading Guide

Dr. Kahveci's practical strategies for incorporating futures and options into a high-frequency, premium-selling portfolio, emphasizing Theta decay and 1SD probability.

Understanding the /qma Calculations

A detailed breakdown of the key financial metrics and formulas used in disciplined options trading, including Max Profit, ROC, and Annualized Return calculations.

Trade Management Guide

This guide outlines disciplined trade management strategies for premium-selling options positions, detailing entry and profit-taking mechanics.

Day Trade Share Size Calculator: Risk Management Tool

Quick risk-based share size tool to determine optimal position size based on account size, risk tolerance, entry, and stop loss.

Mastering /MNQ vs. /MES: Futures Trading & Profitable Short Strangle Strategies with Risk Management

A guide to navigating the volatility of futures trading, contrasting /MNQ and /MES, and detailing a profitable short strangle options strategy with essential risk management techniques.