Quantitative Finance · Research & Education

The Payoff Curve

Options mechanics, derivatives pricing, and strategy concepts.

Channel

The Payoff Curve on YouTube Video breakdowns of options mechanics, strategy payoffs, and the quantitative tools behind them. New analysis regularly.

Selected Projects

Box Spread Yield Indicator Live-ish implied financing rates from SPX box spreads, with an interactive borrow/lend calculator including commission drag — plus the Italian tax angle nobody else covers. SPX · BOX SPREADS · IMPLIED RATES The Wheel — Options Screener Python screener for cash-secured puts and covered calls. Black–Scholes pricing against live Yahoo Finance chains to surface mispriced premium. PYTHON · BLACK–SCHOLES · OPTIONS DATA BTP–BUND Spread Forecast VAR-DCC-GARCH model forecasting the Italian BTP–German Bund yield spread, with dynamic conditional correlation across euro-area rates. R · VAR-DCC-GARCH · FIXED INCOME

Writing

Research Notes on Substack In Progress Long-form written companions to the channel: derivations, backtests, and strategy deep dives. Launching soon.

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