https://aivelocitytrading.com/research Weekly research notes on how systematic trading strategies have actually traded. en-us Fri, 23 Oct 2026 13:00:00 +0000 https://aivelocitytrading.com/research/weekly-iron-condor-butterfly-2026-10-23 https://aivelocitytrading.com/research/weekly-iron-condor-butterfly-2026-10-23 Fri, 23 Oct 2026 13:00:00 +0000 Strategy Research Note The weekly SPY condor and butterfly make money in their backtest with or without a credit filter, and the butterfly has won all three live trades. But the edge is concentrated in one regime, and fixed credit floors have kept both mostly out of the market since May. https://aivelocitytrading.com/research/daily-iron-butterfly-condor-2026-10-23 https://aivelocitytrading.com/research/daily-iron-butterfly-condor-2026-10-23 Fri, 23 Oct 2026 13:00:00 +0000 Strategy Research Note Two SPY intraday options-selling strategies, tested under the rules they trade live. The butterfly's backtest edge is thin and mostly comes from a credit filter tuned on the same data; the condor loses money before costs. https://aivelocitytrading.com/research/spy-qqq-one-bet-or-two https://aivelocitytrading.com/research/spy-qqq-one-bet-or-two Sat, 17 Oct 2026 13:00:00 +0000 Research Question Over the past year SPY and QQQ daily returns correlated at 0.93, and on all 26 days SPY fell more than 1%, QQQ fell more than 1% too. What that means for strategies that cap risk per symbol. https://aivelocitytrading.com/research/deflow-2026-10-16 https://aivelocitytrading.com/research/deflow-2026-10-16 Sat, 17 Oct 2026 13:00:00 +0000 Strategy Research Note Ifeanyichukwu Onwo's volatility-regime options desk, a finalist in the Alpaca AI Trading Agents Hackathon, is down $8,355 on paper. Its IWM trades made money; bullish put spreads on QQQ and SPY ran into a sell-off.