Independent research archive

Systematic Trading ResearchBacktesting ValidationTrading System Engineering

An independent research archive focused on systematic trading, market structure, execution-aware backtesting, and production-grade trading system design.

View Research About Vincent

Abstract visual of systematic trading research screens and engineering diagrams

Intraday 0DTE Options Research

SPXW 0DTE breakout, open-drive, long-gamma momentum, and compression–expansion studies — validated against tick data with explicit execution friction, including a documented negative-result case study.

Macro & Statistical Strategies

A walk-forward-validated recession-risk overlay for the S&P 500, macro event studies for SPX 0DTE, and a daily residual statistical-arbitrage pipeline for US equities.

Trading System Engineering

Production Python/Rust trading systems with IBKR and Databento integration, real-time Greeks and GEX, hard risk invariants, and execution-aware backtesting and validation.