I just interviewed Lily Francus, a Phd student in Bioinformatics, who's quite active on Fintwit. She wrote a paper called Delta Gamma Hedging Impact On S&P 500 Returns. She also co-developed an interesting indicator. Developed for S&P 500 but it likely works on the NASDAQ. Lily explains the general idea in the interview.

Lily also wrote a series of posts about the hedge fund vs Wall Street Bets Gamma war going on in Gamestop (GSE), AMC Entertainment Holdings (AMC), Blackberry (BB), and others. It was extra informative to talk to Lily about the Gamestop situation and get her input on that.

You can find her here:

https://nope-its-lily.medium.com/​
https://twitter.com/nope_its_lily