Survey: Which Futures & Options Strategy Report Format Do You Prefer?
- Bryan Downing
- 26 minutes ago
- 2 min read
We’re conducting a daily poll to understand how institutional and professional traders prefer to receive their multi-asset derivatives strategy research. Your feedback will help us refine our delivery and potentially launch a premium subscription service.
Please vote for the report format you find more valuable—and would be willing to pay for.
Option A: “Multi-Asset Futures & Options Strategy Report — February 2026”
(The Comprehensive Institutional Research Format)
This is a 46-page, highly detailed institutional-grade report featuring:
Rigorous 10-year backtests (2015–2025) with full methodology
Quantitative algorithm pseudocode for automated execution
Full risk management protocols (three-layer drawdown protection, margin analysis)
Monte Carlo forward projections with confidence intervals
Portfolio construction frameworks (risk parity, tiered allocation)
Detailed contract specifications, position sizing, and catalyst calendars
Standardized metrics across all strategies (Sharpe, Sortino, Calmar, Win Rate, etc.)
Best for: Quants, systematic traders, hedge fund PMs, and risk officers who need audit-ready, model-driven strategy documentation.
Option B: “Multi-Asset Futures & Options Strategy Report | Q1-Q2 2026”
(The Actionable Trader Briefing Format)
This is a 22-page, high-signal executive summary featuring:
Top 10 ranked strategies with clear visual timelines
Simplified implementation guides with entry/exit triggers
Ready-to-code JavaScript/Python-style quant algorithms
Concise portfolio optimizer class with Kelly Criterion logic
Embedded risk limits and event calendars
Direct “capital required” and “max drawdown” per trade
Best for: Active traders, prop desks, and portfolio managers who want fast, executable insights without wading through academic detail.
Today’s Poll Question:
Which Futures & Options Strategy Report format would you be willing to pay a monthly subscription for?
🔘 Option A: The Full Institutional Research (46 pages, deep analytics) 🔘 Option B: The Actionable Trader Brief (22 pages, ready-to-trade)
Why This Matters
Both formats serve different needs:
Depth vs. Speed: Option A offers defensible, research-grade rigor; Option B delivers immediate tactical edge.
Audience Fit: Risk-compliant institutions may require Option A’s audit trail; agile traders thrive on Option B’s clarity.
Monetization Potential: Your vote tells us which product has stronger market demand.
We’ll publish daily results and adjust our content strategy based on trader preferences. Vote now—your choice shapes the future of derivatives research delivery.
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