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21 posts

here is described strategy filters.

TTrading Strategies
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  • 6 minute read

Delta Neutral Trading: Structuring Zero-Risk Options Positions During NVDA’s Post-Earnings Drift

  • byQuantStrategy.io Team
  • January 11, 2026
The period immediately following a high-stakes earnings announcement—especially for hyper-growth stocks like NVDA—is characterized by two distinct phases:…
TTechnical Indicators
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  • 6 minute read

Using Bollinger Bands as a Strategy Filter for Short Strangle Entry Points on NVDA

  • byQuantStrategy.io Team
  • January 10, 2026
Trading NVIDIA (NVDA) options presents a unique challenge: the massive implied volatility (IV) yields enormous premium potential for…
TTrading Strategies
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  • 7 minute read

Essential Risk Management: Using the Protective Put Strategy to Hedge Portfolio Losses

  • byQuantStrategy.io Team
  • January 10, 2026
In the high-stakes world of options trading and equity investment, the preservation of capital is paramount. While strategies…
TTrading Strategies
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  • 7 minute read

Portfolio Protection: Using Put Options to Hedge AI Stock Exposure During Market Downturns

  • byQuantStrategy.io Team
  • January 10, 2026
The explosive growth of the Artificial Intelligence (AI) sector has delivered staggering returns, making stocks like NVDA, AMD,…
TTrading Strategies
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  • 6 minute read

Vega Risk Management: Hedging Against Sudden Shifts in Implied Volatility and Market Shocks

  • byQuantStrategy.io Team
  • January 8, 2026
The successful options trader understands that price movement (Delta) and the rate of price movement (Gamma) are only…
TTrading Strategies
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  • 6 minute read

Using Credit and Debit Spreads to Define Risk and Limit Volatility Exposure

  • byQuantStrategy.io Team
  • January 6, 2026
In the complex realm of options trading, where leverage can amplify both gains and losses exponentially, the concept…
TTrading Strategies
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  • 6 minute read

How to Hedge Your Portfolio with Options: A Step-by-Step Guide to Protective Puts and Portfolio Insurance

  • byQuantStrategy.io Team
  • January 4, 2026
In volatile markets, protecting accumulated gains is just as important as generating new ones. While traditional investors might…
SStrategy Filters
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  • 7 minute read

Risk Management 101: Setting Stop Losses and Position Sizing in Options Trading

  • byQuantStrategy.io Team
  • December 31, 2025
Options trading offers immense leverage, which is a double-edged sword. While it provides exponential profit potential, it also…
TTrading Strategies
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  • 8 minute read

Minimizing Trading Costs: Analyzing the Bid-Ask Spread and Market Impact in High-Volume Trading

  • byQuantStrategy.io Team
  • December 23, 2025
High-volume trading, whether performed by institutional investors, hedge funds, or sophisticated retail algorithms, faces a relentless battle against…
TTrading Strategies
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  • 7 minute read

Simulating HFT: A Python Tutorial for Market Order Analysis

  • byQuantStrategy.io Team
  • December 21, 2025
The success of High-Frequency Trading (HFT) strategies hinges not just on identifying fleeting alpha opportunities, but critically, on…
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