Notes on quantitative development, trading infrastructure and algorithms.https://joaquinbejar.capitaldelta.co/en/enhttps://joaquinbejar.capitaldelta.co/en/blog/vega-harnessing-volatility-to-optimize-your-options-portfolio/https://joaquinbejar.capitaldelta.co/en/blog/vega-harnessing-volatility-to-optimize-your-options-portfolio/Learn how to leverage vega sensitivity to optimize your options portfolio and implement effective volatility-based trading strategies.Thu, 19 Jun 2025 00:00:00 GMTQuantitative developmentOptionsGreeksVegaVolatilityPortfolio optimizationJoaquin Bejarhttps://joaquinbejar.capitaldelta.co/en/blog/gamma-the-hidden-enemy-of-delta-neutral-strategies-in-0dte-options/https://joaquinbejar.capitaldelta.co/en/blog/gamma-the-hidden-enemy-of-delta-neutral-strategies-in-0dte-options/Exploring why gamma becomes particularly problematic in delta-neutral strategies for same-day expiration options, with practical insights for traders.Wed, 19 Mar 2025 00:00:00 GMTQuantitative developmentOptionsGreeksGammaDelta neutral0DTEJoaquin Bejarhttps://joaquinbejar.capitaldelta.co/en/blog/the-power-of-theta-mastering-time-decay-in-options-strategies/https://joaquinbejar.capitaldelta.co/en/blog/the-power-of-theta-mastering-time-decay-in-options-strategies/Understanding how theta works and its impact on options strategies, with insights into time decay calculation and its non-linear behavior.Mon, 23 Dec 2024 00:00:00 GMTQuantitative developmentOptionsGreeksThetaTime decayOptions strategiesJoaquin Bejarhttps://joaquinbejar.capitaldelta.co/en/blog/beyond-directional-bets-building-systematic-delta-neutral-strategies/https://joaquinbejar.capitaldelta.co/en/blog/beyond-directional-bets-building-systematic-delta-neutral-strategies/Exploring mathematical frameworks for delta-neutral options strategies that exploit pricing inefficiencies through systematic quantitative modeling.Sun, 15 Dec 2024 00:00:00 GMTQuantitative developmentOptionsDelta neutralSystematic tradingJoaquin Bejarhttps://joaquinbejar.capitaldelta.co/en/blog/a-structured-approach-to-options-trading-strategies/https://joaquinbejar.capitaldelta.co/en/blog/a-structured-approach-to-options-trading-strategies/A comprehensive framework for classifying options strategies based on market bias, volatility expectations, and risk tolerance to enhance trading decisions.Sun, 08 Dec 2024 00:00:00 GMTQuantitative developmentOptionsOptions strategiesRisk managementJoaquin Bejar