The GEX MCP Server
for AI-ready options structure
TanukiTrade MCP v1 exposes the current API contract as 50 read-only tools — discovery, fundamentals, volatility, ranges, gamma structure, chain activity, technical context and ET-day history — with exact JSON schemas your agent can discover before it calls anything.
Included with TanukiTrade PRO — no separate MCP or API license. Fair-use rate limits apply.AI-ready options analytics, not raw market noise
Most market-data APIs return raw option-chain rows. GEX MCP is built for the next layer: interpreted options structure an agent can reason about without parsing chains itself.
Built for agents
Tool discovery, structured inputs (symbol, expiry, mode, date) and machine-readable outputs with freshness metadata — not screenshots or scraped pages.
Structure, not rows
Instead of asking a model to parse a raw chain, MCP returns explicit profile state, named primary and secondary levels, confluence groups, and separate strike-exposure views.
Private research use
Computed outputs for personal, non-commercial analysis. No UI scraping, redistribution, model training, raw OPRA feeds, order execution, or buy/sell signals.
Give your AI the structure behind the chart
A useful agent composes small, explicit measurements instead of calling an imaginary “answer” tool. These prompts map to real tool names across gamma, range, chain, technical, history, discovery, fundamentals, and volatility. A default active PRO token lists every current group and tool.
list_history_0dte_expected_move_boxes
list_gamma_profile_states
list_gamma_net_exposures
list_key_levels_primary · list_key_levels_secondary · list_gamma_profile_states
list_volatility_iv_metrics · list_gamma_profile_states
list_history_gamma_profile_states
list_gamma_strikes_abs_gex
// tools/call arguments
{
"name": "list_gamma_profile_states",
"arguments": {
"symbol": "SPX"
}
}
// structuredContent
{
"ok": true,
"data": {
"items": [
{
"symbol": "SPX",
"expiration_date": "2026-10-23",
"dte": 2,
"aliases": [
"0",
"w1"
],
"is_monthly": false,
"snapshot_type": "latest",
"snapshot_at": "2026-10-21T15:59:05.000-04:00",
"spot_price": 7760.66,
"sessions": [],
"profile": {
"state": "POS",
"polarity": "positive",
"state_description": "Price is above cTrans but below C1: positive gamma profile.",
"is_broken": false,
"oi_share_pct": 2.81,
"confluence": [
{
"strike": 7800,
"count": 5,
"levels": [
"C1",
"Ab2",
"COI",
"nCV",
"CV"
]
},
{
"strike": 7700,
"count": 3,
"levels": [
"P1",
"Ab3",
"PV"
]
},
{
"strike": 6300,
"count": 3,
"levels": [
"nPOI",
"POI",
"AbOI"
]
},
"..."
]
}
}
]
},
"meta": {
"request": {
"symbol": "SPX",
"expiry": "w1",
"method": "cumulative"
},
"count": 1,
"generation": "934247a0818e.68ff7909b759",
"as_of": {
"secondary": "2026-10-21T15:59:05-04:00"
},
"built_at": "2026-10-23T01:08:02-04:00",
"omitted": [],
"docs": {
"reference": "https://tanukitrade.com/docs/api/gamma#list_gamma_profile_states",
"glossary": "https://tanukitrade.com/docs/api/glossary"
},
"total": 1,
"page": 1,
"page_count": 1,
"next_cursor": null
}
}Real tool name, accepted arguments, and contract example. MCP returns the same envelope as REST.
50 real tools, built to be discovered
This list is the accepted v1 contract, including the account routes. A default PRO token’s tools/list includes every group.
An explicit group list omits the other market groups, and calling one of those is HTTP 200 with isError: true and code ENDPOINT_NOT_ENABLED. Account tools stay listed.
An enabled tool uses the same validation and response as REST. The endpoint is POST https://mcp.tanukitrade.com/mcp/v1.
Discovery
list_symbols
Symbols. /api/v1/discovery/symbols Lists the visible instrument universe. Optional symbols filters the list; unknown symbols are omitted.
list_expiries
Expiries. /api/v1/discovery/expiries Lists one symbol’s expiries. Each row is the date, DTE, aliases, and whether that date is the monthly. net_gex is not returned. There is no flags field.
get_glossary
Glossary. /api/v1/discovery/glossary The dictionary of labels and concepts the other routes emit. Optional terms filters to those ids. Omit it for the full list; meta.request.terms is null. An empty array is the full list too, and meta.request.terms echoes []. The body is static.
Fundamentals & earnings
list_fundamentals_profile
Company profile. /api/v1/fundamentals/profile Lists sector_name, industry_group, chief_executive, company_url, market cap, P/E, EPS, dividend yield, and when the fundamentals were updated.
list_fundamentals_benchmark_correlation
Benchmark correlation. /api/v1/fundamentals/benchmark-correlation Lists correlation and beta versus SPY, QQQ, IWM, TLT, and GLD. Windows are the last 21, 63, and 252 common daily log returns. best_fit_benchmark is the greatest signed 63-day correlation at or above 0.30, skipping the symbol itself. A tie keeps the benchmark order. A missing 63-day window is null. A row against itself is 1.0. Optional benchmarks limits the blocks and does not change the best fit.
list_earnings
Earnings. /api/v1/fundamentals/earnings Lists earnings rows. Events whose days_to_earnings is -100 or less are dropped before the symbol filter. Each row also has optimal_expiry_move and implied_move. A missing block is null, not an absent key. Optional period keeps past, future, or both.
list_fundamentals_conversion_factor
Conversion factor. /api/v1/fundamentals/conversion-factor Lists the conversion factor for every visible symbol. XSP is 0.1 and fixed. A future uses the latest positive finite factor. A listed symbol is 1.
Volatility
list_volatility_iv_metrics
IV metrics. /api/v1/volatility/iv-metrics Lists IV rank, IV percentile, average IVx, the 5-day IVx change, and the liquidity rating.
list_volatility_term_structure
Term structure. /api/v1/volatility/term-structure Lists per-expiry IVx and the weekly and monthly backwardation blocks on the discovery expiry frame.
list_volatility_backwardation_summary
Backwardation summary. /api/v1/volatility/backwardation-summary Lists each symbol's largest weekly and monthly IVx fall from the chain, counting a pair only when the front DTE is greater than 5.
list_volatility_call_put_skew
Call/put skew. /api/v1/volatility/call-put-skew Lists per-expiry call/put skew and whether that expiry is the generator's optimal expiry.
Expected move & ranges
list_0dte_expected_move_boxes
0DTE boxes. /api/v1/range/0dte-box Lists the latest and previous 0DTE expected-move boxes. A box has target_date, snapshots (eod, pre, open), and widest.
list_range_binary_expected_move
Binary expected move. /api/v1/range/binary-expected-move Lists the binary expected move. distance_pts is the per-expiry average of the stored expected move, at most 4 decimal places. distance_pct is that distance over the expiry opex spot, in percent, rounded to 4 decimal places.
list_range_std1_sigma
1-sigma range. /api/v1/range/std1-sigma Lists the 1-sigma distance_pts. The generator’s 0DTE override is already in the stored column. Same scaling and omission rules as the binary expected move. distance_pct is a percent. ivx is not returned.
list_range_delta_interpolated_ladder
Delta ladder. /api/v1/range/delta-interpolated-ladder Lists the 16, 20, 25, 30, 35, and 40 delta distances. Puts are stored negative; the response uses the absolute distance. A rung is null unless both sides are finite. The row returns spot_price, that expiry's average opex spot, not a live quote. A rung does not include a strike or a price.
list_range_tanuki_smart_range
Tanuki Smart range. /api/v1/range/tanuki-smart-range Each side is the mean of the available positive binary expected move, positive 1-sigma distance, and absolute delta-16 distance. put and call sit on the row. skew is on the row. components carries bem_pts, std1_pts, delta16_put_pts, and delta16_call_pts.
Gamma structure
list_gamma_profile_states
Profile states. /api/v1/gamma/profile-states Lists gamma profile state for each symbol, expiry, and snapshot. State is computed from the row and the five primary strikes.
list_key_levels_primary
Primary key levels. /api/v1/gamma/key-levels/primary Lists P1, pT, HVL, cT, and C1. A missing level is omitted. weight is null when that size is missing.
list_key_levels_secondary
Secondary key levels. /api/v1/gamma/key-levels/secondary Lists the labels that are not the primary five, including extended walls and the tail labels.
list_gamma_net_exposures
Net exposures. /api/v1/gamma/net-exposures Lists net GEX and net DEX. oi_share_pct is the share of the symbol's total open interest on this expiry, in percent, rounded to 4 decimal places. oi_share_pct_change is the difference in percentage points, rounded to 4 decimal places.
list_gamma_strikes_net_gex
Strike net gex. /api/v1/gamma/strikes/net-gex Lists strike-level net GEX for one symbol and expiry. The header includes is_monthly. spot_price and is_spot use the most common positive underlying price in the chain snapshot. A tie does not build the slice. meta.as_of.price is that snapshot's publish time, ET with an offset. Rows do not include spot_price or is_spot.
list_gamma_strikes_net_dex
Strike net dex. /api/v1/gamma/strikes/net-dex Lists strike-level net DEX for one symbol and expiry. The header includes is_monthly. spot_price and is_spot use the most common positive underlying price in the chain snapshot. A tie does not build the slice. meta.as_of.price is that snapshot's publish time, ET with an offset. Rows do not include spot_price or is_spot.
list_gamma_strikes_net_oi
Strike net oi. /api/v1/gamma/strikes/net-oi Lists strike-level net open interest for one symbol and expiry. The header includes is_monthly. spot_price and is_spot use the most common positive underlying price in the chain snapshot. A tie does not build the slice. meta.as_of.price is that snapshot's publish time, ET with an offset. Rows do not include spot_price or is_spot.
list_gamma_strikes_abs_oi
Strike abs oi. /api/v1/gamma/strikes/abs-oi Lists strike-level absolute open interest for one symbol and expiry. The header includes is_monthly. spot_price and is_spot use the most common positive underlying price in the chain snapshot. A tie does not build the slice. meta.as_of.price is that snapshot's publish time, ET with an offset. Rows do not include spot_price or is_spot.
list_gamma_strikes_abs_gex
Strike abs gex. /api/v1/gamma/strikes/abs-gex Lists strike-level absolute GEX for one symbol and expiry. The header includes is_monthly. spot_price and is_spot use the most common positive underlying price in the chain snapshot. A tie does not build the slice. meta.as_of.price is that snapshot's publish time, ET with an offset. Rows do not include spot_price or is_spot.
list_gamma_strikes_net_volume
Strike net volume. /api/v1/gamma/strikes/net-volume Lists strike-level net volume for one symbol and expiry. The header includes is_monthly. spot_price and is_spot use the most common positive underlying price in the chain snapshot. A tie does not build the slice. meta.as_of.price is that snapshot's publish time, ET with an offset. Rows do not include spot_price or is_spot.
list_gamma_strikes_gex_by_volume
Strike gex by volume. /api/v1/gamma/strikes/gex-by-volume Lists strike-level GEX by volume for one symbol and expiry. The header includes is_monthly. spot_price and is_spot use the most common positive underlying price in the chain snapshot. A tie does not build the slice. meta.as_of.price is that snapshot's publish time, ET with an offset. Rows do not include spot_price or is_spot.
list_gamma_strikes_net_vanna
Net vanna by strike. /api/v1/gamma/strikes/net-vanna Lists strike-level net vanna for one symbol and expiry. value is vanna times open interest times 100 times the underlying price, call minus put. Live only; there is no strike history.
list_gamma_strikes_net_charm
Net charm by strike. /api/v1/gamma/strikes/net-charm Lists strike-level net charm for one symbol and expiry. value is charm times open interest times 100 times the underlying price, call minus put. Live only; there is no strike history.
Chain activity
list_chain_activity
Chain activity. /api/v1/chain/activity Lists call and put open interest and volume. Optional symbols filters the list; unknown symbols are omitted. Order is total volume descending, then symbol ascending.
list_chain_expiry_distribution
Expiry distribution. /api/v1/chain/expiry-distribution Lists per-expiry open interest and volume for one symbol. standalone is that expiry. cumulative is every expiry through that date.
list_chain_max_pain_summary
Max pain summary. /api/v1/chain/max-pain-summary Lists max pain for each expiry. Required: at least one of symbol or expiry. Sending both is fine. standalone is that expiry. cumulative uses the gamma window. A tie takes the strike closer to the spot, then the lower strike. The strike curve is list_chain_strikes_max_pain.
list_chain_strikes_max_pain
Max pain by strike. /api/v1/chain/strikes/max-pain Lists the max-pain curve for one symbol and expiry. method defaults to standalone and is always echoed. value is open interest times 100 times intrinsic value, in USD. levels contains MaxPain on the minimum row. The header strike matches list_chain_max_pain_summary.
Technical context
list_technical_price_change
Price change. /api/v1/technical/price-change Lists the latest price and the change from the previous close. spot_price is the price at snapshot_at. A mapped future rounds spot_price to the contract tick. change_pts is points, at most 4 decimal places, with no tick rounding. change_pct is percent, rounded to 4 decimal places. sort is symbol or abs_change_pct. limit is 1 to 261.
list_technical_realized_volatility
Realized volatility. /api/v1/technical/realized-volatility Lists close-to-close HV, Parkinson, ATR percent, Bollinger percent-b and bandwidth, and iv_hv_spread_30_vol_pts. hv and parkinson fields are annualized volatility in percent. bb_percent_b_20 is a fraction from 0 to 1. iv_hv_ratio_30 is a ratio, not a percent. The current row is the last completed session.
list_technical_ohlcv
Daily OHLCV. /api/v1/technical/ohlcv Lists daily open, high, low, close, and volume for one symbol. end_date defaults to today ET and is inclusive. A later date is rejected. Rows are newest day first. volume is a share count on a listed STOCK or ETF and null on INDEX and on every synthetic, including futures and XSP. A future price uses that day's conversion factor. XSP uses 0.1.
Daily history
list_history_volatility_iv_rank
IV rank history. /api/v1/history/volatility/iv-rank Reads daily IV rank. Required: at least one of symbol or snapshot_date. Sending both is fine. The latest stored day uses snapshot_type latest. IV rank 0 is kept. Values are not scaled. A mapped symbol is omitted before the first day with a positive finite conversion factor. XSP is returned on every base day. If the conversion-factor table cannot be read, the response is 503 DATA_WARMING, not an empty list. A listed symbol or XSP does not wait for the table. A day that would include a mapped future does.
list_history_volatility_ivx
IVx history. /api/v1/history/volatility/ivx Reads daily IVx average and ivx_5d_change_pct. ivx_avg is annualized volatility in percent and keeps no unit suffix. IVx 0 and a 5-day change of 99 are null. Values are not scaled. A mapped symbol is omitted before the first day with a positive finite conversion factor. XSP is returned on every base day. If the conversion-factor table cannot be read, the response is 503 DATA_WARMING, not an empty list. A listed symbol or XSP does not wait for the table. A day that would include a mapped future does.
list_history_volatility_call_put_skew
Call/put skew history. /api/v1/history/volatility/call-put-skew Reads the daily call/put skew at the generator optimal expiry. An alias on this history is only M1, M2, or M3. Values are not scaled. A mapped symbol is omitted before the first day with a positive finite conversion factor. XSP is returned on every base day. If the conversion-factor table cannot be read, the response is 503 DATA_WARMING, not an empty list. A listed symbol or XSP does not wait for the table. A day that would include a mapped future does.
list_history_0dte_expected_move_boxes
0DTE box history. /api/v1/history/range/0dte-box Reads valid 0DTE expected-move days. Required: at least one of symbol or snapshot_date. Sending both is fine. mode is separated or widest_known (default). A mapped future is omitted before the first day with a positive finite conversion factor. Prices are not multiplied again: an own row is already that instrument's price, a micro uses its parent's stored price, and XSP is already one tenth of SPX. If the conversion-factor table cannot be read, the response is 503 DATA_WARMING, not an empty list. A listed symbol or XSP does not wait for the table. A day that would include a mapped future does. No data is an empty list.
list_history_gamma_profile_states
Profile history. /api/v1/history/gamma/profile-states Lists stored gamma profile snapshots for one ET day. A mapped symbol's history is available from the first day with a conversion factor. If the conversion-factor table cannot be read, the response is 503 DATA_WARMING, not an empty list. A listed symbol or XSP does not wait for the table. An expiry-only view that would include a mapped future does.
list_history_key_levels_primary
Primary levels history. /api/v1/history/gamma/key-levels/primary Lists stored primary key levels for one ET day. A mapped symbol's history is available from the first day with a conversion factor. If the conversion-factor table cannot be read, the response is 503 DATA_WARMING, not an empty list. A listed symbol or XSP does not wait for the table. An expiry-only view that would include a mapped future does.
list_history_key_levels_secondary
Secondary levels history. /api/v1/history/gamma/key-levels/secondary Lists stored secondary key levels for one ET day. A mapped symbol's history is available from the first day with a conversion factor. If the conversion-factor table cannot be read, the response is 503 DATA_WARMING, not an empty list. A listed symbol or XSP does not wait for the table. An expiry-only view that would include a mapped future does.
list_history_gamma_net_exposures
Net exposure history. /api/v1/history/gamma/net-exposures Lists stored net GEX and net DEX for one ET day. oi_share_pct is the share of the symbol's total open interest on this expiry, in percent, rounded to 4 decimal places. oi_share_pct_change is the difference in percentage points, rounded to 4 decimal places. A mapped symbol's history is available from the first day with a conversion factor. If the conversion-factor table cannot be read, the response is 503 DATA_WARMING, not an empty list. A listed symbol or XSP does not wait for the table. An expiry-only view that would include a mapped future does.
list_history_technical_price_change
Price change history. /api/v1/history/technical/price-change Reads the daily point and percent change. History is the close minus the previous close. spot_price is that day's close on the same scale as change_pts, including a future's row-day conversion factor. A day before the first positive finite factor is omitted. XSP uses its fixed 0.1 scale on every SPX day. A missing, zero, or negative close is null. The date field is snapshot_date.
list_history_technical_realized_volatility
Realized volatility history. /api/v1/history/technical/realized-volatility Reads daily realized volatility. The first window of bars is null. Values are not scaled. A mapped symbol is omitted before the first day with a positive finite conversion factor. XSP is returned on every SPX day. If the conversion-factor table cannot be read, the response is 503 DATA_WARMING, not an empty list. A listed symbol or XSP does not wait for the table. A day that would include a mapped future does.
list_history_conversion_factor
Conversion factor history. /api/v1/history/conversion-factor Reads one symbol's conversion-factor days. end_date defaults to today ET and is inclusive. XSP and a listed symbol return an empty list.
Account
get_account_usage
Account usage. /api/v1/account/usage Your own request counts per ET day for this token: totals, today with the open minute buckets, daily[] and by_endpoint[]. totals, today and daily[] include rate_limited (user minute-limit 429s). Not counted as usage. Account reads have their own per-minute limit. The MCP tool is get_account_usage.
get_account_clients
Account clients. /api/v1/account/clients Where this token was used: one row per transport, IP and user agent, newest first, at most 50 rows. Not counted as usage. Account reads have their own per-minute limit. The MCP tool is get_account_clients.
get_account_status
Account status. /api/v1/account/status Connection test for this token: service state, the last finished data build, your client id, enabled groups and market minute limit. Not counted as usage. Account reads have their own per-minute limit. The MCP tool is get_account_status.
The same level vocabulary as the TanukiTrade charts
GEX MCP turns dense option-chain structure into named levels an AI agent can use — the exact classification behind the WebApp and TradingView indicators.
Designed to connect to the tools you already build with
GEX MCP and the REST API are included with PRO
Your TanukiTrade PRO membership covers the TradingView indicators, GEX Live WebApp, Discord, MCP, and REST API. Request your personal key in the WebApp; no second purchase or API license is required. REST and MCP share the same key and per-user rate limit. Programmatic access is for your own private, non-commercial analysis and research under Section 19 of the Terms. Looking for a plain HTTP interface instead of MCP? See the GEX REST API.
GEX MCP — questions & answers
Stop scraping charts. Start querying structure.
MCP is in beta and included with PRO. Copy your personal key from the WebApp API Access page. The contract can still change until v1 stable on 2026-12-01; notice goes in the changelog.
Let's start your charting easier now!
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Cancel anytime during the 7-day trial with no charges or commitments
Try for free now- Try all 6 TradingView indicators + GEX Live WebApp FREE for 7 days with 250+ symbols
- SPX, /ES, /NQ, /MES, /MNQ also included via futures mapping
- Daily options market commentary, GEX analysis and educational support through our Discord community membership
Cancel anytime during the 7-day trial with no charges or commitments
About Us
Meet the team behind TanukiTrade — combining decades of technical expertise and options trading experience to bring you professional-grade tools and education.
Role
Responsible for designing TanukiTrade's data-driven infrastructure, quantitative models, and strategic product direction. Beyond architecting the mathematical, statistical, and technological frameworks, he defines the methodology behind practical decision-support tools, ensuring that the system delivers reliable, interpretable and practical analytical outputs in real market conditions.
He conceives each product, brings it to life, and stays with it through its complete lifecycle. TanukiTrade, GEX Live, and the webapp — their look, distinctive design, and functionality — are his creations.
He was the first to invent an efficient, automated way to synchronize options data onto TradingView.
Bio
Greg brings over 15 years of experience in the international startup and enterprise technology sector, where he worked as a lead software architect designing complex corporate systems and scalable technology solutions. Throughout his career, he has built data-intensive platforms and business processes that supported high-reliability, high-load operations across multiple countries.
Since 2018, he has been actively involved in options trading, quantitative modeling, and probability-based market analysis. His professional focus includes volatility-driven market structures, theta & gamma dynamics, market microstructure, and automated statistical and mathematical analysis conducted on large datasets. As a quantitative specialist, his goal is to develop models and analytical frameworks that help identify and visualize meaningful patterns in options and market data.
As the founder of TanukiTrade, he is dedicated to making modern quantitative analysis and professional options-based thinking accessible to a broader trading community—through intuitive visualizations, transparent models, and effective decision-support tools.
Outside of his professional work, he is passionate about bonsai artistry, tree rescue, and gardening, and is the mindful owner of an energetic dachshund who reminds him daily of the importance of being present. Music, adventure, travel, nature, and exploring the world all play a defining role in his life. He is deeply committed to self-knowledge and personal growth. Creativity and a strong connection to nature shape his everyday life and serve as a constant source of inspiration in his professional thinking as well.
Role
Supports the development of TanukiTrade's options-focused educational framework and contributes to the professional methodology behind the platform's tools and indicators. Ensures that complex option concepts are presented clearly and responsibly, with particular emphasis on risk awareness and structured position-management principles.
Bio
With nearly 20 years of trading experience, Gery has built one of Hungary's most recognized communities in derivatives education. For the past 17 years, he has been teaching options trading full-time, helping thousands of students understand the mechanics, risks, and practical application of options in real-world markets. He is the founder of Hungary's largest options education platform, trusted by a broad audience of retail and advanced traders alike.
Gery's trading style is rooted in swing-based positioning, typically spanning a few days to a few weeks. He specializes in the SPX, focusing on positive-theta spread structures with relatively flat delta exposure and disciplined risk management across different market environments.
Beyond trading, Gery is also a developer, having built multiple proprietary options screeners and analytical tools to support his own decision-making. These tools later evolved into widely used scanners and data-driven solutions within his education ecosystem.
Since the very beginning of TanukiTrade, Gery has worked closely with the founder, Greg, as a senior professional advisor, helping with the platform's strategic direction and the development of its options-related concepts.
Outside the world of trading and technology, Gery is dedicated to personal growth and meaningful experiences. He loves exploring new places, practicing self-development, and spending quality time with his family. Sports play an important role in his life as well — especially table tennis, swimming, and skiing — helping him maintain balance, focus, and long-term resilience both on and off the markets.
Role
Serves as TanukiTrade's 0DTE Strategy Expert, bringing nearly 25 years of market experience and a risk-adjusted approach to short-dated options strategy. His focus is on practical positioning, disciplined decision-making, and asymmetric risk/reward structures across changing market cycles.
Bio
Chris is the Founder and CIO of Streamwise Capital, with nearly 25 years of experience trading financial markets across stocks, options, futures, forex, and crypto. His journey began with a curious investment in Apple after buying his first iPod, followed by Netflix during its DVD-by-mail era. What started as a hobby grew into a professional passion, eventually leading him to co-found a trading club and work with private funds, institutional desks, and global investment banks.
Over the years, Chris has developed multi-strategy approaches focused on risk-adjusted returns, disciplined positioning and structured risk management across changing market cycles. He leverages proprietary tools to identify market inefficiencies, helping traders navigate different market cycles with proper positioning and discipline.
His trading philosophy is simple and powerful: "Trade to be profitable, not to be perfect." In the fast-moving world of 0DTE options, he often emphasizes that the main goal is to survive the day first.
Chris's work and insights have been featured in Investopedia, FX Street, FXTC Magazine, Equities.com, and across trading platforms, shows, conferences, and competitions around the world.
Outside the markets, Chris is a proud father and a French bulldog dad.
