Data Analytics | Research | Consulting

Research reports uploaded monthly, so please keep checking this page. For customization of a new report or optimization of an existing report, please email Gabriel. Items with yellow link are available for purchase, otherwise email us for release information on the others.

Hourly Consult 80 USD - Please click on yellow link and book hours for AFL coding consult and customized research reports.

UP-001 FREE. Compares going Long TLT daily from 2010 - 2016 vs. Long TLT after 3 higher highs vs. Long TLT after 3 lower lows.

UP-002 5 USD. Compares going long TLT daily from 2010-2016 vs. long after a 10-200 day moving average crossover with a 5% profit/loss target or 300 day holding period.

UP-003 15 USD. Compares going long TLT daily from 2010-2016 vs. long if TLT touches a 1 hour LOWER 2 standard deviation volatility band vs. long if TLT touches a 1 hour HIGHER 2 standard deviation volatility band. Position is held for 6 month or 5% profit or 5% loss.

Options - 001 55 USD. Compares shorting an OTM put vertical spread (~20 delta) daily from 2008-2017 vs . buying after 3 higher highs vs. buying after three lower lows on the daily chart.

Options - 002 55 USD. Long a 5 day ~ATM put vertical ( ~ -.2 delta). Buy on a Monday , sell on friday expiration UNLESS market moves up or down by a certain threshold ($2-$3) at which point position will be liquidated without waiting for Friday. Possible "insurance policy" against other put selling strategies. Simulations under a 14 implied volatility with a slight put skew on 4 tickers- TLT, QQQ, SPY, DIA.

Options - 003 50 USD. Long a ~ 5 day slightly OTM put vertical (~-.2 delta) and close out 1 trading day later. Possible " insurance policy " to protect against a down move by the underlying ticker. This report compares the performance of 5 put verticals with each one using 1 of the 5 triggers below.

1) daily at 3:50PM EST vs.
2) after 2 higher highs on the 10m chart vs.
3) after 2 lower lows on the 10m chart vs.
4) after an opening range (9:30-10am) upside breakout vs.
5) after an opening range (9:30-10am) downside breakout.

Options - 004 50 USD. EMAIL US TO REQUEST THIS REPORT. Compares going long a straddle daily from 2010-2016 vs. custom filter(s) in 3 volatility regimes. Customized parameters | backtests | ticker list | optimization report. Please email us for specifications. ex QQQ=$120 / Long 1 July 120Call + Long 1 July 120Put

Options - 005 70 USD. EMAIL US TO REQUEST THIS REPORT. Compares shorting an at-the-money put daily (ATM) from 2010-2016 vs. custom filter(s) under 3 volatility regimes. Customized parameters | backtests | ticker list | optimization report. Please email us for specifications. ex QQQ=$120 / Short 1 July 120Put

Options - 006 50 USD. EMAIL US TO REQUEST THIS REPORT. Compares buying an ATM calendar spread daily from 2010-2016 vs. custom filter(s) under 3 volatility regimes. Customized parameters | backtests | ticker list | optimization report. Please email us for specifications. ex QQQ=$120 / Short 1 July 120Put + Long 1 August 120 Put

Options - 007 50 USD. EMAIL US TO REQUEST THIS REPORT. Compares buying a double diagonal spread daily from 2010-2016 vs. custom filter(s) under 3 volatility regimes. Customized parameters | backtests | ticker list | optimization report. Please email us for specifications. ex QQQ=$120 / Short 1 July 115 Put + Long August 115 Put + Short 1 July 118 Call + Long August 118 Call.