Archive - Sharpe Two

Forward Note - 2025/05/18

Mindset shifts and risk reversals.

May 18

Signal Du Jour - long vol in XLK

While waiting for NVDA.

May 15

Forward Note 2025/05/11

Truce, talks, and theatrics.

May 11

Signal du Jour - short vol in GLD

Will gold cool down a little?

May 8

Forward Note - 2025/05/04

May 4

Signal du Jour - short volatility in USO

Oil is digging.

May 1

April 2025

Forward Note - 2025/04/27

Is it all over?

Apr 27

Signal Du Jour - short vol in XLE

A little bit of (counter) intuition.

Apr 24

Forward Note - 2025/04/20

Mean-reversion.

Apr 20

Forward Note - 2025/05/13

Nightmares, rumours and prestidigitation.

Apr 13

Forward Note - 2025/04/06

Now what? Get used to it.

Apr 6

Signal du Jour - long/short the banks

What diverged must converge back (in theory).

Apr 3

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