Ivolution Research Journal · Working paper
Gamma acceleration, curvature, and moving fronts
Residual temporal acceleration, spatial curvature, and mixed strike-time fronts may add stable calibrated out-of-sample information for SPX direction, first passage, excursion, and path regime beyond the complete frozen GEX-42 D1 model, price/volatility controls, and placebos.
Cite as: GEX-43: Gamma acceleration, curvature, and moving fronts. Ivolution Research Journal.
Publication status
The study is published as a working paper while a required data source remains unavailable. No result exists yet.
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Symbols
SPX
Regimes
Aggregate · Positive gamma · pin · Positive gamma · drift · Negative gamma · trend · Negative gamma · chop · Event day
Horizons
5 min · 15 min · 30 min · 60 min · close