Institutional Research Workspace

Strategy Lab

Price action, derivatives positioning, volatility, and defined-risk trade construction in one investment-committee view.

MandateProtect capital first. Trade only when edge, liquidity, and invalidation are explicit.
Chain source
01

Portfolio View

Directional edge, conviction, and explicit thesis invalidation.

Conviction & Thesis

--Awaiting verified chain data
The rules-based market thesis will appear here.
Analyst narrative is optional; the score remains calculation-driven and inspectable.

Dealer Positioning

Market structure
Estimated 0DTE Close--Awaiting same-day options scan
Close estimate pending

A narrow conditional zone will appear only when same-day options positioning supports it. This is an estimate, not a guaranteed closing price.

Estimated zonePending
Session statusPending
InvalidationPending

Risk & Scenario Matrix

60 / 120 sessions
StatusAwaiting price and chain data

Scenario Map

Run the analysis to calculate base, upside, and downside paths.

CPR, Flow & Confirmation

Prior-session pivots and options-flow concentration will appear here.

The risk regime uses observed volatility, drawdown, ATR, distance from the trailing high, and dealer gamma. It is not a forecast.

02

Signal Confirmation

Trend, momentum, indicator breadth, and scan-to-scan evidence.

Trend EMA + Momentum Confirmation

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Price & EMA 21 / 55

MACD Momentum

Technical Indicator History

Recent seven daily states

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What Changed and Can This Signal Be Trusted?

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Since the Previous Scan

  • Loading audit history...

Trust Conditions

03

Regime & Bubble Risk

Separate trend conviction from volatility and nonlinear regime risk.

LPPL Bubble & Risk Analysis

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  • Loading the 180-session LPPLS fit...

LPPL is a pattern-detection model, not a crash-date prediction.

Volatility Surface

Risk pricing

Smile & Skew

Term Structure

04

0DTE Dealer Playbook

Same-day frameworks activate only when chain, regime, timing, and price confirmation agree.

Dealer Positioning · Same-Day Options

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Loading the five defined-risk dealer frameworks...

Defined risk only. Live intraday price confirmation and current executable quotes are required.

05

Trade Construction

Use defined risk, explicit sizing, and scenario-tested exposures.

Defined-Risk Structures

Next Friday
Select an expiration date to calculate spread reward/risk.

Scenario Stress Test

Per contract
Select a contract from the chain to stress test it.

Portfolio Greeks

Net exposure

Add contracts from the chain. Positive quantity is long; use −1 to add a short leg.

No positions added.

Option chainContracts, fair value, probability, and liquidity

Option Intelligence Chain

Load options to calculate fair value and probability metrics.

Factor diligenceTechnical indicators and derivatives exposures

Price & Trend

Historical Price, EMA 20/50/200, VWAP

RSI 14

MACD 12/26/9

Stochastic RSI

Money Flow Index

On-Balance Volume

ATR 14

Volume

Options Exposures

Gamma Exposure (GEX) by Strike

Delta Exposure by Strike

Vanna Exposure by Strike

Charm Exposure by Strike

Open Interest by Strike

Implied Volatility by Strike

Put/Call Ratio

Max Pain Curve

Investment committee memoGenerate a concise, auditable research summary

Generate an investment-committee memo from the loaded market snapshot. Raw calculation context remains available if narrative generation is unavailable.

No memo yet. Run the analysis, then generate the investment committee memo.

Research tool only. Public market data may be delayed or incomplete. Validate liquidity, earnings timing, maximum loss, and order economics before execution.