Market Data
Options and underlying market data feed the engine as normalized records.
CONTESSA RESEARCH
Options positioning translated into actionable market signals.
Contessa Research analyzes options-market positioning and dealer hedging dynamics to transform complex derivatives data into structured signals for traders, researchers, and quantitative teams.
PAPER SIGNALSPY
RegimeAmplifying
DirectionBullish
Zero Gamma$629.80
Demo values shown. Outputs are designed for API consumption, dashboards, and research workflows.
LIVE DEMO
Live Paper Trading
See how Contessa signals translate into systematic trading decisions. Demo data is mocked for presentation and will be replaced by API-backed results later.
PAPER TRADING
Simulated performance - no capital currently deployedCumulative Portfolio Equity
Starting capital$100,000
Current equity$118,420
Total return+18.42%
Sharpe ratio2.31
Win rate63.4%
Trades41
Max drawdown-4.8%
Avg. hold2.7d
Current Signal Snapshot
UnderlyingSPY
Spot$632.14
RegimeAmplifying
SignalBullish
PositionLong
Zero gamma$629.80
Est. +1% hedge response$4.2B
Est. -1% hedge response-$3.9B
INTEGRATION MODEL
How Contessa Fits Into Your Workflow
Contessa acts as a research and data layer that can be integrated into existing trading, research, and risk systems.
Contessa Analysis
Positioning, regime, and hedge-response estimates are produced from structured state.
Structured API
Clean JSON outputs are prepared for programmatic consumption and downstream review.
Customer Workflow
Signals can support trading models, internal dashboards, research systems, or risk tools.
Quantitative Trading
Use Contessa outputs as additional factors or gating signals inside systematic strategies.
Market Research
Study how options positioning relates to underlying price behavior across regimes.
Risk Monitoring
Identify environments where hedging flows may stabilize or amplify market movement.
Internal Dashboards
Integrate signal snapshots into existing analytics and decision-making tools.