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Performance Review
An update on our approach to vol trading, leading to Sharpe 4.
Dec 18, 2025
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Signal Du Jour - Short Vol in USO
24 points VRP is hard to ignore
Mar 5
3
Trade Anatomy - short vol in EWY
Post Mortem Signal Du Jour 20260219
Mar 4
8
2
Forward Note - 20260301
Assessing your options.
Mar 1
15
Signal Du Jour - Short vol in ASHR
Exploiting the Chinese Risk Premium
Feb 26
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1
Trade Anatomy - Short Vol in KRE
Post mortem Signal Du Jour 20260211
Feb 25
12
1
Forward Note - 20260222
The late night hedger
Feb 22
15
1
Signal du Jour - Short Vol in EWY
The biggest political risk is out, now what?
Feb 19
7
1
Trade Anatomy - Short Vol in SPY
Post Mortem Signal Du Jour 20260204
Feb 18
6
1
Forward Note - 20260215
Two propositions can be true at the same time
Feb 15
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Sharpe Two
Data-backed volatility forecasts for traders, quants, and risk-takers. You trade. We assist.
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