GEXLab · research workbench for NQ / ES
Every market has a shape.
GEXLab puts macro conditions, index options structure and market history in one self-hosted desk, and it explains the data and its limits instead of handing you a signal. I built it to answer one question: why does price keep stalling at the same levels?
fig. 0 · a dealer gamma surface across strike and expiry, redrawn live
Macro regime · official observations
What is driving the market environment?
A six-pillar score reads growth, inflation, policy, liquidity, credit and volatility, then places the economy on a growth-versus-inflation map. The trail shows how it got there.
It says what could change the call, and that it uses revised releases rather than point-in-time data. It's context, not a trade signal.
Dealer exposure · SPX / NDX
Where dealers have to hedge.
Gamma exposure by strike shows where options dealers are forced to buy or sell as price moves. Those strikes tend to act as walls and magnets, and GEXLab extracts them as levels.
- call wall
- largest positive gamma above spot
- gamma flip
- where dealer hedging changes sign
- put wall
- largest negative gamma below spot
Surface · smile · term structure
17.5% at the money, 0DTE.
Implied volatility across every strike and expiry, read three ways: the full surface, the smile at one expiry, and the term structure across expiries.
Events · history · equity desk
Context, with receipts.
An event calendar for high-impact releases, macro history over time, and an experimental equity desk with fundamentals, estimates, options and ownership. Source observations and versioned calculations are stored separately in SQLite, so any number can be traced and reproduced.
The fine print, up front
Research software, not a trading system.
“At the last local review, the daily direction model did not beat its saved out-of-sample baseline.”
— the GEXLab README, which says so on the first screen
Data can be delayed, revised, incomplete or unavailable. Forecast outputs are research artifacts, not recommendations. GEXLab is built to show you what it knows, what it doesn't, and how fresh each input is.
Under the hood
Self-hosted, end to end.
- interface
- Next.js · React · TypeScript
- services
- FastAPI · Python
- storage
- SQLite, observations and calculations versioned apart
- chart bridge
- TradingView Pine · MotiveWave Java studies
- modes
- live and replay, with snapshot storage
- runs on
- your machine · Docker compose included
Showreel