Every published read is scored mechanically in public — misses stay on the page. See the ledger →
AZTMM
Closing-bell research, written for people who already know what positioning means.
A market-pulse composite. A regime classifier. A weekly post-mortem on where flow actually congregated. Three instruments, one cadence, no predictions — only what the tape told us, and the framework to read it.
Who AZTMM is for
Active options traders, sophisticated retail, and quant-curious readers. If you read flow data, watch regime shifts, and care about the math underneath market commentary — this is built for you.
What you get
- Daily Pulse — the session’s top options flow and dark-pool prints, published after every close
- Weekly Pulse — sector heatmap, flow-intensity scores, and the regime read, every Saturday morning
- Pulse Lab — the live MPI composite (0–100) and regime classifier, rebuilt at each close
- Trading Academy — 55 lessons across 8 modules, free and ungated
How to read it
- Everything is retrospective — what actually printed, measured against its own baseline. Research and journalism, not investment advice.
- Regime first, then flow: the same print means different things in different tape, so every observation carries its regime context.
- Independent by design — no broker, fund, or vendor affiliations, and no paid signals.
- Accountable by default — the ledger scores every published read against what followed, misses included.
Three instruments, one quant view.
Every reading runs on end-of-session exchange data. Retrospective, numeric, regime-aware. Never predictive, never prescriptive.
A single reading on the market’s measured state.
A weighted multi-factor composite scored 0–100 against a rolling historical baseline. Volatility, trend, breadth, and credit carry the heaviest weight. Updated at every market close.
Regime state inferred from return distributions.
A probabilistic regime framework (Bull, Neutral, Crisis) that reads the market’s mood from a long historical window of broad-market pricing data. Model confidence updates at every market close.
Retrospective flow report, every Saturday.
Top options flow and dark pool tables, weekly accumulation table with Conviction Scores 1–10 (a measure of how one-sided the observed flow was — not recommendation strength), two-layer confluence markers, regime context, and conditional observations to monitor into the coming week.
Every published read, scored in public.
Regime reads and radar names from the Pulse reports, graded mechanically against what the market actually did — misses kept on the page.
Founder · AZTMM HLDGS LLC
Nikhil Kothari
Trading since 2017, options since 2018 — and building instruments to read institutional positioning ever since: flow analysis, dark-pool pattern work, regime detection, composite construction. AZTMM is the research desk I wanted to read and couldn’t find at the retail tier — so I built it, and publish it in full.
Every report is retrospective, numeric, and regime-aware: the day’s flow, situated in its statistical context, with the methodology disclosed and every published read scored on the public ledger.
More on the platform
Everything connects back to the quant view. Research, education, and the Daily + Weekly cadence.
Trading Academy
All 55 lessons live across 8 modules — options mechanics, flow reading, volatility, regime detection, risk sizing.
Research archive
Every Daily Pulse and Weekly Pulse published. Browse the full back catalog by date, sector, or regime state.
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Daily Pulse weekdays after close · Weekly Pulse Saturday morning. Options flow, dark pool positioning, regime reads. Unsubscribe any time.