A solo build from zero to 1.0 — spanning market research, product strategy, schema architecture, and full-stack execution. This is how I think about building a product nobody has built correctly yet.
Retail option sellers — a growing, underserved segment of serious traders — are running their entire operation on Excel. Not because they love Excel. Because nothing better exists.
I started here: what does an option seller's actual workflow look like today? Not what do they say they want, but what are they doing on a Tuesday morning before the market opens?
The answer was a mess of five or six tools, none of which talked to each other:
The instinct in early product work is to broaden the ICP to feel safer. I did the opposite. The more precisely I could describe the user, the better every product decision became.
"The ICP is not 'options traders.' It's engineers and finance-adjacent professionals, 28–50, $10k–$250k portfolio, who sell premium systematically, think in ROC percentages, track capital efficiency — and currently live in spreadsheets."
Understanding why a behavior persists is more important than understanding why a new product fails. Excel persists because: it's infinitely flexible, they own their data, and it has no bugs someone else introduced.
The product had to beat Excel on its own terms — import from Excel, export anytime, keyboard-nav, customizable columns — before it could offer things Excel can't.
Every product is defined as much by what it doesn't do as what it does. These were the deliberate decisions that shaped the architecture and roadmap.
A week before writing a single new frontend feature, I audited the existing Supabase schema. Found three tables — trades, trade_legs, trades_legacy — built organically as the product evolved. The leg-based model would have made analytics hard and assignment impossible to model correctly.
I designed the complete target schema first, then wrote the migrations. The principle: every architectural decision made at schema level is free. The same decision made after 1,000 users have data costs weeks.
"The earnings_calendar table is shared across all users — one row per ticker per date. A single API call to Financial Modeling Prep populates it for everyone watching that ticker. This keeps API costs manageable at scale and the data stays fresh with a daily refresh."
The roadmap isn't a feature list. It's a sequencing strategy for building defensibility in the right order — first get traders to switch from Excel, then give them something Excel can never do.
The cleanest, most correct option seller journal ever built. Rolls modeled correctly. ROC calculated correctly. Assignment flow modeled end-to-end. Multi-account from the start. Ship to 20–50 real traders fast and listen.
The analytics layer that no spreadsheet can replicate: ROC over time, strategy performance breakdown, wheel cycle analytics (true consolidated return across an entire put → assignment → covered calls cycle), capital efficiency scoring, rule compliance comparison.
Structured trade idea feed (fully accountable — outcomes appended when positions close). Trader profiles ranked by risk-adjusted efficiency, not returns. Educator classroom sharing — live dashboard visible to students. 30% recurring affiliate commissions.
Only after sufficient data volume. Trade post-mortems, behavioral pattern recognition ("you close early when IV expands"), strategy recommendation engine, weekly performance digest. AI on real, validated, multi-user data — not on sparse inputs.
Every role on a normal product team — I'm doing it. That changes how you work. There's no handoff latency, no miscommunication between design and eng, no PM-to-dev translation loss. But it requires deliberate sequencing to avoid spreading across everything at once.
ICP definition, competitive analysis, gap identification, phased roadmap, pricing model, distribution strategy. The "why build this" and "in what order" layer.
Progressive disclosure model (simple for new users, powerful for advanced). Strategy-aware UI that adapts to trade type. Saved views. The "feels like Excel but smarter" problem.
Next.js, AG-Grid for the journal (Excel-like editing), TypeScript throughout. Calculation integrity tested before anything else ships.
Supabase / Postgres schema design, RLS policies, migration strategy. The five-table relational model built before a single feature was touched.
Earnings calendar API (FMP), future option chain data. Cache strategy designed to keep cost manageable: shared table, daily refresh, gated live data for Pro tier.
Distribution via educator affiliates, build-in-public on Twitter, beta cohort from r/thetagang. Community features designed as a distribution moat from the start.
The discipline required: one thing fully done before the next thing starts. A roll flow that works completely is worth more than four half-built features. Every day starts with one task, not five.
The option selling community has a thriving educator layer — YouTube channels, paid courses, Discord signal groups, Twitter traders. These are micro-influencers with warm, paying, high-intent audiences. They need tools, credibility, and recurring income. The product can provide all three.