options.

Methodology deep dives, scoring dimensions, and postmortems from the systematic options engine.

A uniform prior is flat. A posterior, after evidence, is sharpened. This is a public notebook about doing that work out loud.

The scoring engine reduces every ticker to eight numbers. Here is what each of them measures and how it earned its weight.

The original regime score had zero variance over any 180-day window. The replacement hits r = 0.439 against forward returns. Here is how it happened.