Sharpe Two
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Signal du Jour - short vol in NUGT
Let's take advantage of the rally in gold
Sep 11
10
Trade anatomy - IWM short strangle
Collecting carry despite the Labour Day stumble.
Sep 10
9
Beneath the surface - TSLA round down
Quiet tape, Loud Skew
Sep 8
11
Forward Note - 2025/09/07
Swapping old friends for better payoffs.
Sep 7
10
Signal du Jour - an exploration of IYR
And a primer on Sharpe Two vol surfaces capabilities.
Sep 4
4
Special announcement
Your Assistant on the Trading Floor.
Sep 3
11
3
August 2025
Forward Note - 2025/08/31
Let's dance until the summer stops.
Aug 31
9
Signal du Jour - short vol in US equities
And a bonus long/short trade.
Aug 28
11
Forward Note - 2025/08/24
You were right: the game is rigged.
Aug 24
10
Signal du Jour - short vol in URA
Leaving equities alone while we wait for Jay Powell.
Aug 21
10
2
Forward Note - 2025/08/17
Back to school yet?
Aug 17
10
Signal du Jour - short vol in MSTR
Schyzophrenia.
Aug 14
11
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