Every edition, in your inbox, free.
Free to read, free to leave. No paywall, no tier held back, no follow-up sales mail.
SomerQuant publishes end-of-day market-structure research on a fixed schedule to everybody on the same terms. One address is all it takes, and the unsubscribe link sits in every email.
One form, one address
The same edition reaches every reader at the same time. Nothing about the list is segmented, scored or sold.
Subscribe
Delivered by WordPress.com and Jetpack. Your address stays with SomerQuant, is never sold and is never shared. Every email carries an unsubscribe link and the publisher’s mailing address.
What arrives
Four things, on a published cadence. Nothing is timed to a market event and nothing is written for an individual reader.
SomerQuant Daily
Weekdays, after the close.
What the options tape and the dark-pool tape printed in the session just closed, the regime the classifier recorded, and the day’s implied moves.
SomerQuant Weekly
Saturday morning.
The five sessions just closed: weekly index change, regime transitions, cumulative flow, positioning changes and the Ledger update.
SomerQuant Week Ahead
Sunday.
The published calendar for the coming week: earnings dates with the options-implied move, economic releases with the consensus figure attributed, expiries and known events.
Academy lessons
Alongside the Weekly.
One lesson at a time from the free curriculum: options mechanics, reading flow, volatility and how a regime is inferred.
What does not arrive
The list of what SomerQuant will not put in an inbox is shorter than the list of what it will, and more useful.
No trade signals. No price targets. No paywall, and no tier that gets the edition earlier. What is published is descriptive: what printed, where the regime classifier put the session, and what the options market priced. What a reader does with that is the reader’s own decision, and SomerQuant does not know enough about anybody to make it for them.
Published posts are never revised. A correction is issued as a new, labelled post that links to the original, so the record stays honest without history being rewritten.
While you wait for the first one
Everything already published is open, with no account and no email wall.
Terminal
The live index, the regime ribbon and every plotted session, with the as-of stamp on each panel.
Open →Editions
The full archive of SomerQuant Daily, SomerQuant Weekly and Week Ahead, in one dense table.
Open →Accountability Ledger
Every published observation scored against what followed. Misses stay on the page.
Open →Academy
The free lessons behind the vocabulary: options mechanics, flow, volatility and regime.
Open →Research, not advice. SomerQuant publishes market-structure research: what printed in options flow, what printed in dark-pool activity, and where the regime classifier put the session at the close. Nothing here is a recommendation to buy or sell any security, and nothing here is personalised to you or to your circumstances.
Options carry risk and are not suitable for every investor. Please read the Characteristics and Risks of Standardized Options before acting on anything you read, here or anywhere else.
The alignment figures in the Accountability Ledger are a public record of how published observations resolved against the next session’s move. They are not trade results, and they are not a forecast.
SomerQuant is a publication of AZTMM HLDGS LLC. © 2026 AZTMM HLDGS LLC. All rights reserved.