Archive - Sharpe Two

Forward Note - 2024/10/06

The final countdown

Oct 6

Signal du Jour - short vol in USO

A risky signal but historically profitable.

Oct 3

September 2024

Forward Note - 2024/09/29

Breathe in .. breathe out.

Sep 29

Signal du Jour - short vol in ASHR

Introducing the Chinese Risk Premium

Sep 26

Forward Note - 2024/09/22

A new rate cutting cycle begins.

Sep 22

Signal du Jour - short vol in TMF

A bond trade, now that the Fed is behind us.

Sep 19

Forward Note - 2024/09/15

When the crash? Asking for a friend.

Sep 15

Signal du Jour - short vol EEM

A trade in emerging markets so close to the Fed?

Sep 12

Forward Note - 2024/09/08

Caught in the headlights.

Sep 8

Signal du jour - short vol in XRT

A much better looking signal in XRT

Sep 5

Forward Note - 2024/09/01

End of summer: the harvesting season begins.

Sep 1

August 2024

Signal du Jour - short vol in VXX

If we've survived August...

Aug 29

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