Fragility – the market’s susceptibility to a liquidity crisis in the face of a nonlinear event.


My Vocation

Tracking the equity market’s vulnerability to stress

My Focus

High conviction trading in the S&P index options market and strategic informed trading within dark pools’ venues

My Solution

An integration of data- and chart-based expert systems that detect significant changes in limit order flows and forewarn of market fragility and the risk of a sudden and potentially large drawdown

My Vigilance