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About the Author

QuantDaddy · Quantitative trader, 10 years

I ♡ VOL is written and maintained by QuantDaddy, the pen name of a quantitative trader with ten years of experience in the markets. Every tool, guide and article on this site comes from that day-to-day work with options, volatility and the models used to price them.

Background

Over a decade of quantitative trading, the questions that keep coming back are the ones this site is built around: where dealers are likely to be hedging, what the VIX curve says about the market's fear of the near and distant future, and what the shape of the implied volatility surface reveals about risk. Professional desks answer those questions with expensive terminals and in-house models. I ♡ VOL is an attempt to make the same core ideas visible, explained and free.

What I write about

• Tools. The GEX, VIX Term Structure and Vol Surface pages, including the methodology behind each calculation.
• Guides. Plain-language explanations of how to read each chart and where its limits are.
• Blog. Quant research on option pricing models, from Black-Scholes to arbitrage-free volatility surfaces.

Editorial standards

Articles explain how models and metrics work, including their assumptions and failure modes, rather than telling readers what to trade. Formulas and definitions follow the standard academic and industry literature, and the original papers are named in the text so that readers can check them. When an error is reported, it is corrected and the article's update date is changed.

Why a pen name

QuantDaddy is a pen name. Writing under it keeps this independent project separate from my professional trading activity. Nothing on this site reflects the views of any employer, and nothing here is personal investment advice. See the Disclaimer.

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