Research method
Iron condor
Iron condor is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Market-regime classification
- Input
- Cross-market prices, volatility, carry and portfolio weights
- Horizon
- Weeks to months
- Best use
- Put a single trade into a diversified or regime-aware context.
- Input: Cross-market prices, volatility, carry and portfolio weights.
- Output: market-regime.
- Use boundary: Put a single trade into a diversified or regime-aware context.
The archive
Where the method has been read
Read in the archive17 readings
2001Flat versus pointed iron condor strike architecture2003Implied volatility regimes and range-condor context2007Rewriting calendars and iron condors when volatility regimes shift2008Option spreads, mental stops, and volatility regimes2010Sizing reserves for condors and pair layers2010Equal and unequal strike geometry in a four-leg credit book2010Index condor overlays and delta repair2010Iron condor income in a sideways regime2012Iron condor adjustments when a favorite index breaks2013Earnings-week implied volatility crush and iron condor wings2013Iron condors, butterflies, and stops as one risk budget2014Friday expiry as a weekly butterfly and iron-condor laboratory2014Weekly option income adjustments with iron condors and butterflies2014A static iron condor is a market-regime overlay, not an expected-value filter2014Inverted iron-condor payoffs and misplaced reversal candles2017Patient short-volatility income as a written procedure2020A short iron condor is a weeks-to-months range-regime statement
This registry entry describes a research method. It is not investment advice and does not make a performance claim.