We compare dollar-cost averaging (DCA) and lump-sum (LS) investing with S&P 500 data and simulations—win rates, risk trade-offs, and when each strategy makes sense.

Learn how to extract market-implied probability density functions (PDFs) from option prices using risk-neutral valuation and the Breeden–Litzenberger formula. This guide combines financial theory with Python code to visualize market expectations and tail risks from real option data.

Learn how to use RSI, MACD, and Moving Averages together to improve trade entries, reduce false signals, and maximize profit potential.