Archive - Sharpe Two

Signal du Jour — Short Vol in KRE

The great rotation has a volatility premium attached

Feb 12

Trade Anatomy - Short Vol in SMH

Post Mortem Signal du Jour 29/01/2026

Feb 11

Forward Note - 20260208

The price of anxiety

Feb 8

Signal Du Jour - Short Vol in US equities

Realized is climbing and the market still overpay for risk

Feb 5

Trade Anatomy - Short Vol in TLT

Post Mortem Signal du Jour 2026/01/22

Feb 4

Forward Note - 20260201

Traders' scars and Silver Lining

Feb 1

January 2026

Signal Du Jour - Short Vol in SMH

Harvesting the premium while the AI bubble is not in the headlines.

Jan 29

Trade Anatomy - Short Vol in USO

Post mortem review of Signal Du Jour from 2026/01/15.

Jan 28

Forward Note - 20260125

Jan 25

Signal Du Jour - Short Vol in TLT

Greenland's tension melted overnight, now cap on the next FOMC

Jan 22

Trade Anatomy - Short Vol in NUGT

Our first loss.

Jan 21

Forward Note - 2026/01/18

Jan 18

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