Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
4 documents
This document describes an automated short-dated options strategy that sells a SPY iron condor late in the trading day, with expiration on the next trading day. It skips a session when the previous VIX close exceeds 25. Otherwise, it selects short put and…
This document describes an options workflow that separates candidate research from trading and risk decisions. A research agent identifies and documents a specific four-contract iron condor. A second agent independently checks the option chain, contract…
This Python strategy sells a short-dated SPY iron condor near the end of each trading day, targeting expiration on the next trading day. It skips a new position when the prior day's VIX close exceeded 25. Otherwise, an AI trading agent selects short put and…
A long strangle buys an out-of-the-money call and put on the same stock. The call can gain if the stock rises substantially, while the put can gain if it falls; the buyer’s maximum loss is the premiums paid. The document proposes opening these positions in…