Quantitative Options Analytics

Quantitative Edge
for Options Traders

Institutional-grade portfolio optimization powered by advanced risk models and machine learning. Maximize your risk-adjusted returns.

Optimize Your Portfolio

Core Capabilities

Key Features

HRP Portfolio Optimizer

Balance your risk contribution across uncorrelated strategy clusters using Hierarchical Risk Parity for true diversification.

AI Market Regime Detector

Automatically adjust your portfolio as market conditions evolve with unsupervised learning that identifies regimes without predefined labels.

Options-Specific Risk Engine

Go beyond Sharpe ratios. Manage portfolio-level Delta, Gamma, Theta, and Vega with tailored risk metrics built for options strategies.

Strategy Synthesizer

Combine individual strategies into a cohesive, optimized portfolio. Backtest with precision using minute-level data.

The Approach

Redefine Your Options Strategy

At Dead Risk, we're revolutionizing options portfolio management by combining Hierarchical Risk Parity with AI-powered analytics.

Leverage HRP for true diversification across strategy clusters

Uncover hidden correlations with AI-powered cluster analysis

Adapt to market regimes in real-time

Backtest with precision using minute-level data

Early Access

Experience the Future of Options Analytics: Beta Now Open

Designed for OptionOmega users, our MVP brings institutional-grade tools to independent traders.

What You Get

HRP-based portfolio construction

Individual strategy performance analytics

AI-driven market regime classification

Seamless OptionOmega integration

Beta Advantages

First access to HRP and AI-powered tools

Influence product development with direct feedback

Exclusive webinars on quantitative options management

Apply for Beta Access

Methodology

The Science Behind Dead Risk

HRP

Hierarchical Risk Parity

Cluster-based risk allocation for robust, truly diversified portfolios.

Unsupervised Learning

Identify market regimes without predefined labels using advanced clustering.

Greeks

Options Greeks Optimization

Manage portfolio-level Delta, Gamma, Theta, and Vega exposures.

Sim

Monte Carlo Simulations

Stress-test your strategies against thousands of market scenarios.

Roadmap

Expanding the Ecosystem

Q1 2026

Portfolio Optimizer + Strategy Analytics

Q2 2026

Generative Strategy Engine + API

Q3 2026

Trading Bot Studio + Execution Engine

Q4 2026

Real-time Market Event Stream

Team

The Quants Behind Dead Risk

Our team brings together expertise in options trading, statistical learning, and next generation data analytics. Our Data Intelligence Model brings together the power of Claude with world class options science from leading experts.

Ready to Harness Quantitative Options Management?

Join the beta and be at the forefront of options portfolio optimization.

Start Your Quantitative Journey

Quantitative Edge for Options Traders