01 / IMPLEMENTATION & CONTRIBUTION
What the work involves
Donald implemented pricing, option-chain selection, strategy/backtest modules, and an IBKR API layer. A related earnings-event study separates jump variance from diffusion variance.
Technical depth
Black-Scholes pricing and delta solvers, chain/expiry selection, walk-forward protocols, overlap-aware variance evaluation, tail-risk filters and event-versus-diffusion variance with natural bid/ask fill comparisons.
The project family
IV_trading02 / RESULTS
What came out of it
Reusable options research and execution components support walk-forward protocols and offline tests. The event study specifies prior-only jump estimates, shrinkage, and quote-quality gates.
03 / SUPPORTING EVIDENCE
Follow the source
Implementation notes, project records, and supporting artifacts.
Source context & project scope
Not a claim of returns or live deployment. Simplified daily Black-Scholes marks differ from executable option quotes; natural-fill and mid-fill analyses must remain distinct. No broker/account state accessed.
Source layout for pricing, chains, strategies, backtesting and execution.
SOURCE · 2026-09-17Earnings event-variance math, prior-only shrinkage and natural-quote structure evaluation.
SOURCE · 2026-09-17LiveEngine source implements an order decision flow; not execution evidence.
SOURCE · 2026-09-17