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Direct sub-millisecond execution vectors connecting algorithmic quantitative models to your Interactive Brokers account.
Select 2 Quantitative Strategies
Click on any two strategy cards below to customize your execution portfolio.
Credit Spread 0DTE
High-probability delta 0DTE put credit spreads on mega-cap liquid equities (SPX / QQQ / NVDA). Intraday automated profit capture and strict tail-risk cutoffs.
Semiconductor Cohort
Inverse-volatility weighted momentum cohort across 51 liquid semiconductor stocks, enhanced with Machine Learning Flash Crash protection and market regime filters.
SOXL Overnight Drift
Exploits persistent positive overnight return anomalies in 3x leveraged semiconductor ETF (SOXL). Automatically enters at 3:45 PM EST and exits at the opening bell.
Apex Predator SP1500
Rotational momentum cohort selecting top-decile alpha equities across the S&P 1500 composite, utilizing dynamic trailing stops and snowball profit recycling.
Passive Momentum
Unconstrained long-term equity momentum capture across the S&P 1500. Pure systematic trend-following without trailing stops, letting winners run through full cycles.
Buying Power Momentum
Dynamic buying power utilization algorithm. Efficiently allocates across liquid momentum leaders with active risk-adjusted portfolio margin scaling.
Hedged Volatility VIX
Tail-risk protection and asymmetric upside capture using volatility products (UVXY / SVIX). Automatically triggers tactical hedging during macro regime transitions.
Ensemble Options 0DTE
Next-generation ensemble multi-indicator 0DTE options strategy. Synthesizes order flow imbalance, gamma exposure (GEX), and volume profile for high-conviction entries.
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