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Sep 3
13
3
Forward Note - 2025/10/12
You didn't like VRP 6? How about VRP 12?
Oct 12
9
Signal du Jour - short vol in XLF
Harvesting the earnings premium.
Oct 9
7
Trade anatomy - short strangle in IWM
Post Mortem Signal du Jour 20205/09/25.
Oct 8
10
Forward Note - 2025/10/05
Cut the noise and be present in the moment.
Oct 5
11
1
Signal du Jour - short vol in XLV
Quiet product and razor thin edge.
Oct 2
5
Trade anatomy - short strangle in KRE
Post mortem Signal du Jour 2025/09/18
Oct 1
10
NFP week and potential bump ahead
How to structure a hedge and be ready for whatever comes in the next two weeks.
Sep 29
9
Forward Note - 2025/09/28
A very particular set of skills.
Sep 28
10
Signal Du Jour - short vol in US equities
Why changing a winning team?
Sep 25
7
Sharpe Two
Sharpe Two
Data-backed volatility forecasts for traders, quants, and risk-takers. You trade. We assist.
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