The Volatility Trading Bible

Quant Galore
3 min readFeb 25, 2024

Things are moving quickly. It’s time to get prepared.

Volatility, quite frankly, is the best thing ever.

As we’ve trekked deeper into the weeds of more sophisticated trading operations, we’ve been able to pull more and more money out of the market each week:

While we’ve made great progress and still have new ideas and strategies to explore, there’s a slight problem.

Although we publicly share the code that goes with each strategy/experiment, our weekly pace has made it difficult for many of you to get setup and running these strategies on your own.

Without getting too ahead, there are more approaches currently being developed that are substantially more powerful than anything we’ve covered so far. So, while just reading and following along is perfectly fine, at this point, it would be a risk to not actively engage in our systems.

There’s plenty of alpha and profits to go around, so we believe it’s only right that we share. Because of this, we’ve created something new that will give all of our amazing readers the chance to eat:

The Volatility Trading Bible

The Volatility Trading Bible is as its name implies; a complete and authoritative series for your life as a quantitative trader.

In it, we run the gamut to cover every nook and cranny needed to get you up to speed with our tech and most profitable strategies:

Even if you’re not a techie, we hold your hand through the necessary concepts like:

  • Step-By-Step Strategy Reproduction
    — Starting from theory, to backtesting/modeling and ending with real-world deployment
    0-DTE Machine Learning S&P 500 Strategy
    — Real-Time Volatility Surface Trading
  • Quant Tech Setup
    — Easily replicating the exact Python setup used to generate our experiments
    — Seamlessly running your own trading server and database
  • Core + Advanced Volatility Concepts
    — More Than You Ever Wanted to Know About Implied Volatility
    — Running Your Own Proprietary Vol Surface

and more.

After completing the series, you’ll not only be able to dive in and run our top earners (looking at you, vol surface 😉), but you’ll have everything in place to keep up with all the new strategies that come next.

View Enrollment

The Quant’s Playbook is and will continue to be a reader-supported publication. We don’t sell ads and we never advocate for tools or products we don’t fully endorse and use internally.

Aside from your personal gain, your enrollment helps contribute to testing new data sources, research platforms, and to helping this publication truly remain the premier source on quantitative finance.

We’ve worked tirelessly around the clock to deliver you the highest amount of value possible and continuing to do so gives us great pride.

So. whether you want to keep up with future experiments, get some juice out of our strategies, or if you’d just like to support the publication — we hope to see you there!

Enroll in The Volatility Trading Bible

Happy trading! 😄



Quant Galore

Finance, Math, and Code. Why settle for less? @ The Quant's Playbook on Substack