Hacking the Option Chain with Lee Spaziano

Hacking the Option Chain with Lee Spaziano

Want to discuss this episode with us?

Come join us over on the podcast trading community at https://www.stockmarketoptionstrading.net where you can continue this conversation with Lee and myself about this episode and any other trading topics.

Lee Spaziano is a data scientist and long time options trader and in this episode we discuss how we are working together to combine these two fields to take advantage of SPX's multiple expirations per week to increase our frequency of high probability trades. We discuss how we acquired tons of SPX intra-day options pricing and Lee discusses how he was able to organize this data so that we can run queries and backtests on by opening and closing short terms trades throughout the day.

Thanks for listening and looking forward to seeing you at https://www.stockmarketoptionstrading.net

J. Eric O'Rourke

PS: Check out the YouTube channel too for more trading resources.

https://optionsincome.club/YouTube

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