Archive - Sharpe Two

Forward Note - 2025/06/29

VIX6M and chill

Jun 29

Signal du jour - Long volatility in VTI

Looking for cheap gamma

Jun 26

Forward Note - 2025/06/22

Putting emotions aside.

Jun 22

Signal Du Jour - long/short us indices

Is VIX 20 high? Or is it low?

Jun 19

Forward Note - 2025/06/15

Fireworks, VRP and patience.

Jun 15

Signal du Jour - stay put

Overcast and no clear signal

Jun 12

Forward Note - 2025/06/08

Clustering and regime change.

Jun 8

Signal du Jour - long vol in the banks

Buying a few insurance, just in case.

Jun 5

Forward Note - 2025/06/01

Jun 1

May 2025

Signal du Jour - short vol in MRVL

Now that NVDA is out of the way ...

May 29

Forward Note - 2025/05/25

The vigilantes bark and volatility yawns.

May 25

Signal du Jour - short vol in BOIL

Too hot to handle?

May 22

#nojs-banner { position: fixed; bottom: 0; left: 0; padding: 16px 16px 16px 32px; width: 100%; box-sizing: border-box; background: red; color: white; font-family: -apple-system, "Segoe UI", Roboto, Helvetica, Arial, sans-serif, "Apple Color Emoji", "Segoe UI Emoji", "Segoe UI Symbol"; font-size: 13px; line-height: 13px; } #nojs-banner a { color: inherit; text-decoration: underline; } This site requires JavaScript to run correctly. Please turn on JavaScript or unblock scripts