Quantitative trading

Read the market
like a desk.

Ten methods — from dealer gamma to deep hedging — translating options into futures signals.

Stop trading with ICT and opaque methods. Here everything is explained — formulas, mechanisms, sources.
The US market isn't the only one. Indices, ETFs, commodities, crypto — all covered.
No influencer, no signal shop. Just math, and you in the driver's seat.
The data

What you see here, that others hide from you.

maths2trade rebuilds and displays the institutional data that actually drives market moves — what desks read continuously, and what retail traders never see.

Dealer positioning

Aggregate gamma exposure per strike, vanna and charm — the mechanical flows that push indices up or down regardless of news.

Volatility surface

Calibrated SABR, smile, RR25 skew, term structure. Volatility as a 3D object, not an isolated VIX number.

Implied probabilities

Breeden-Litzenberger risk-neutral density: the real probability distribution the market prices for the next 30 days.

Greeks up to 3rd order

Vomma, zomma, speed, color. The hidden sensitivities that move the needle on 0DTEs and around OPEX.

Sossusvlei, Namibiaφ 24°44′S · λ 15°29′E
Manifesto

iLearn first,
then trade.

Every method starts from zero: the definition, the intuition, the mechanism that makes it tradable, and three concrete strategies. No theory for theory's sake.

iiMath as
your leverage.

Risk-neutral density, SABR calibration, Hurst exponent. Formulas are written, broken down, and tied to a trading decision. No black box.

iiiRetail doesn't see
what desks see.

Aggregate gamma, vanna flow, open interest walls, dispersion. Desks pay big money for these views. maths2trade rebuilds and makes them readable.

Waipu, New Zealandφ 35°58′S · λ 174°28′E

The methods

10 methods · 30 strategies
01
GEX — Dealer Gamma Exposure
Gamma Flip Level → market regime → futures direction
Positioning ★★☆☆☆
02
Vanna & Charm Flow
Santa rally, OPEX charm, vanna squeeze → predictable flows
Positioning ★★☆☆☆
03
Risk-Neutral Density (Breeden-Litzenberger)
Implied distribution → directional and tail signal
Probabilities ★★★☆☆
04
Variance Risk Premium (VRP) 🔒
IV − RV → asset attractiveness and directional signal
Vol Carry ★★☆☆☆ → $
05
SABR & Surface Dynamics 🔒
SABR ρ, ν, α → spot-vol correlation and regime signals
Surface ★★★☆☆ → $
06
Rough Volatility & Hurst 🔒
H Hurst → mean-reversion or vol persistence
Model ★★★★☆ → $
07
Options Flow (Sweep, Block, UOA) 🔒
Smart money detection → short-term directional signal
Flow ★★☆☆☆ → $
08
Implied Correlation & Dispersion 🔒
Risk-on/off regime → macro timing on ES
Macro ★★★★☆ → $
09
Pin Risk & OPEX Dynamics 🔒
Magnet strike, charm flow, post-OPEX breakout
Expiration ★★★☆☆ → $
10
Deep Hedging & Machine Learning 🔒
Surface features → predicted regime → optimal ES exposure
Quantitative ★★★★★ → $
Zion, Utahφ 37°18′N · λ 112°56′W
№ 02 — Lessons

Library.

Ten methods, sorted by category. Theory, formulas, strategies.

Erg Chebbi, Marocφ 31°09′N · λ 3°58′W
№ 03 — Terminal

Positioning & signals.

Greeks up to 3rd order, vol metrics, signals from the ten methods. Suggested strategy and key levels. Simulated demo data.

Wadi Rum, Jordanieφ 29°33′N · λ 35°25′E
maths2trade // dealer positioning
◴ demo — simulated data
Net dealer Greeks1st → 3rd order
Volatility & model metricsSPX
Dashboard — exposure curves per strike
GEX — Gamma exposureper strike
dealers long gamma (dampens)dealers short gamma (amplifies)
Migration du max pain
Max painspot
VEX — Vanna exposureΔ sensitivity to vol
vanna +vanna −
CEX — Charm exposureΔ drift over time
charm +charm −
Smile — SABRIV per strike
Vomma — 2°vega sensitivity to vol
Speed — 3°gamma velocity
RNDimplied probabilities · 30 DTE
Term structureVIX-like by maturity
Suggested strategy
Strategic levels
Educational demo. Not investment advice.
№ 04 — Pricing

Pick your market.

Free to learn. One market or all, monthly or yearly.

Discover
Learn the methods, no credit card.
Free
forever
  • First 3 full lessons (GEX, Vanna, RND)
  • Diagrams & math explanations
  • Demo terminal on every market
  • The 7 other lessons
  • Live data
  • Suggested strategy + levels
Start free

Markets currently powered by live data: 🇮🇳 India — NSE. Additional markets will be added as they are integrated.

Secure checkout via Stripe (card, PayPal — VAT handled automatically) · cancel anytime. Single market = the live terminal on the underlying of your choice (NIFTY, BANKNIFTY…). Eurex, JPX and HSI markets coming soon.

№ 05 — Sign up

Create your account.

Takes seconds. No commitment.

№ 05 — Connexion

Connexion.

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