Backtesting GEX product API across eight years of SPY data

A dealer exposure API vendor analyzed its GEX, DEX, VEX indicators across eight years of S&P 500 data.

Published 12sem1 source

≈ 23sSpeed

The fact

Results show most signals are highly correlated with VIX and offer no additional predictive value.

This critical analysis questions the real utility of gamma exposure indicators in quantitative trading.

Click the link to read an article on the topic:

Explore this topic

Auto-synthesis from 1 media source · identified on April 23, 2026