Research Engine

NewLeaf Quant

The quantitative engine behind every NewLeaf recommendation. Scans 150+ symbols in real time, scores every opportunity across three pillars, and generates AI-powered trade rationale.

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Gamma Wall Detection

Identifies key support and resistance levels using options market maker positioning. See where the "walls" are before you place a trade.

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3-Pillar Scoring (0–100)

Every opportunity is scored: Gamma (0–40) + Implied Volatility (0–35) + Trend (0–25). One unified score across all 8 strategies.

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Bulk Scan Engine

Scans 150+ liquid underlyings across 8 options strategies simultaneously. From universe to ranked opportunities in seconds.

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AI Trade Rationale

Each scored opportunity includes an AI-generated explanation of why the setup is attractive — volatility context, technical levels, and risk factors.

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IV Surface Analysis

Maps the implied volatility surface across strikes and expirations. Identifies skew anomalies and calendar spread opportunities.

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Pipeline Integration

Feeds directly into Workbench for manual analysis, Picks for curation, and Desk for execution. One scan powers the entire system.

The Quant Pipeline

From raw market data to actionable intelligence in four stages.

1
Ingest
Pull real-time options chains, price data, and Greeks
2
Scan
Filter 150+ symbols across 8 strategy templates
3
Score
3-pillar scoring: Gamma + IV + Trend = 0–100
4
Publish
Push scored results to Workbench, Picks, and Desk

Interested in NewLeaf Quant?

NewLeaf Quant powers the research behind our platform. Contact our team to learn about API access, custom scans, and enterprise licensing.

Contact Sales
hello@newleafsystem.com