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FirmTape

I build FirmTape, SPX dealer positioning rebuilt from the 0DTE options tape every second. Over a thousand finished sessions replay free.

Location Canada Joined Joined on  Personal website https://firmtape.com twitter website

Work

Founder, FirmTape

How much does the volatility model move a GEX terminal's numbers? We swapped it and measured
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How much does the volatility model move a GEX terminal's numbers? We swapped it and measured

#analysis #data #science
Comments
2 min read
How accurately can complex option trades be signed? First grading against exchange truth
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How accurately can complex option trades be signed? First grading against exchange truth

#finance #trading #statistics #python
Comments
2 min read
What is SPX option flow actually made of? A fifth still trades on a physical floor
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What is SPX option flow actually made of? A fifth still trades on a physical floor

#analysis #data #fintech
Comments
2 min read
How fast do dealers hedge SPX 0DTE flow? We measured it: 2-3 minutes
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How fast do dealers hedge SPX 0DTE flow? We measured it: 2-3 minutes

#analysis #data #fintech
Comments
2 min read
Does open interest pin the index or widen its range? A decomposition over 1,084 SPX sessions
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Does open interest pin the index or widen its range? A decomposition over 1,084 SPX sessions

#finance #statistics #datascience #trading
Comments
2 min read
How accurate is the SPX "expected move"? A calibration over 1,088 sessions and 82,000 readings
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How accurate is the SPX "expected move"? A calibration over 1,088 sessions and 82,000 readings

#finance #statistics #datascience #python
Comments
2 min read
Does 0DTE options trading raise volatility? We measured a published +9% claim on 1,083 SPX sessions
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Does 0DTE options trading raise volatility? We measured a published +9% claim on 1,083 SPX sessions

#finance #statistics #datascience #trading
Comments
2 min read
Is intraday momentum still alive? We measured it on 1,085 SPX sessions of the 0DTE era
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Is intraday momentum still alive? We measured it on 1,085 SPX sessions of the 0DTE era

#finance #statistics #datascience #trading
Comments
2 min read
We replicated a published 0DTE options paper to four decimals. One unit-scale bug reverses its headline result — confirmed by the author
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We replicated a published 0DTE options paper to four decimals. One unit-scale bug reverses its headline result — confirmed by the author

#quant #python #machinelearning #finance
Comments
3 min read
A paywall where the trim is the product
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A paywall where the trim is the product

#node #webdev #architecture #api
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5 min read
Your MCP server is invisible to ChatGPT unless it has these two tools
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Your MCP server is invisible to ChatGPT unless it has these two tools

#mcp #ai #node #webdev
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5 min read
I measured which AI crawlers actually fetch my site. The answer changed what I built next.
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I measured which AI crawlers actually fetch my site. The answer changed what I built next.

#ai #webdev #seo #node
Comments 3
6 min read
How much of the SPX options book is new each day? Open-interest change across 1,081 sessions
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How much of the SPX options book is new each day? Open-interest change across 1,081 sessions

#python #finance #datascience #statistics
Comments
4 min read
How much of the SPX options tape is dealer-to-dealer? A free daily floor from OCC data
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How much of the SPX options tape is dealer-to-dealer? A free daily floor from OCC data

#python #finance #datascience #opendata
Comments
3 min read
How far does SPX travel before the close? An empirical touch-probability surface from 1,082 sessions
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How far does SPX travel before the close? An empirical touch-probability surface from 1,082 sessions

#python #datascience #finance #statistics
Comments
4 min read
LAB now ships a free Idea Feed: rule-shaped trading ideas, deliberately untested
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LAB now ships a free Idea Feed: rule-shaped trading ideas, deliberately untested

#showdev #trading #finance #datascience
Comments
2 min read
The Lab: a backtester that is allowed to say "no"
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The Lab: a backtester that is allowed to say "no"

#showdev #trading #datascience #machinelearning
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2 min read
We listed firmtape.com on ~15 directories in a week. Here is what that did and did not do
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We listed firmtape.com on ~15 directories in a week. Here is what that did and did not do

#buildinpublic #seo #startup #marketing
Comments 1
2 min read
Backtest SPX dealer-gamma rules from your AI assistant
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Backtest SPX dealer-gamma rules from your AI assistant

#showdev #mcp #ai #trading
1
Comments
3 min read
Three books that disagree: rebuilding an options dealer's position from the tape
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Three books that disagree: rebuilding an options dealer's position from the tape

#showdev #python #datascience #finance
Comments
5 min read
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