LLM structural reasoning validation via gamma exposure analysis in options markets. Papers 1 & 2 complete. Digital Finance (Springer) submission in progress.
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Updated
Mar 26, 2026 - Python
LLM structural reasoning validation via gamma exposure analysis in options markets. Papers 1 & 2 complete. Digital Finance (Springer) submission in progress.
Real-time 0DTE options analytics in Python — pin risk, gamma regime, expected move, dealer hedging, theta decay. Uses the FlashAlpha API.
What is Gamma Exposure (GEX) and how to compute it — theory, math, and Python code for dealer hedging, gamma regimes, and options exposure analysis
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