Research
Each idea starts as a written, testable claim. Most are discarded before they trade.
The lifecycleQuantitative research & tradingChicagoEst. 2023
Systematic trading in U.S. index options.
Olevicor is independent, self-funded and systematic. We research, build and run strategies on our own capital, on infrastructure we write ourselves.
Founded2023
MarketsU.S. index options
HorizonIntraday, same-day expiry
CapitalProprietary only
01How we work
How an idea becomes a trade
Execution
Orders go through an engine we wrote, and fills are reconciled against the broker. The code that trades is the code that was backtested.
The replay ladderRisk
Hard limits on loss and exposure, checked before every order.
Risk controls02Research
Latest note
The at-the-money call has no price history
A rolling at-the-money selector splices bars from different contracts, so any moving average or rolling statistic over it measures the splice. Compute per contract, and use the selector only to choose which value to read.
Read the noteFig. 1 · Stitched EMA vs each contract's ownIllustrative
03Platform
Written and run in-house
For any trade, we can say what the system saw, when it saw it, and why it acted.
- Replays are reconciled against live trading every night.
- Decisions are logged with their inputs and timestamps.
Each mode adds one production layerReplay ladder
- Mode 1 Discovery
- Mode 2 Screening
- Mode 3 Integration
- Mode 4 Replay
- Mode 5 System
- Mode 6 Simulation
- Live Production