Archive - Sharpe Two

Signal du Jour - long vol in US equities

Make Options Cheap Again.

Jan 23

Forward Note - 2025/01/19

Pit stop and trading plan.

Jan 19

Signal du Jour - short vol in BOIL

Is the option market poised for a cooldown?

Jan 16

Forward Note - 2025/01/12

Chopping machine and gamma gang.

Jan 12

Signal du Jour - Skew trade in ARGT

Another stellar year or a spectacular crash?

Jan 9

Forward Note - 2025/01/05

Veuve Clicquot and Holy Grail.

Jan 5

Trade #1 in 2025 - skew signal in UNG

Cold winter, hot implied volatility.

Jan 2

December 2024

Forward Note - 2024/12/22

"This Christmas, I gave you my PnL. And on the very last day, you gave it away."

Dec 22, 2024

Forward Note - 2024/12/15

How did 0dte do in 2024?

Dec 15, 2024

Signal Du Jour - Skew trade in NKE

First skew signal.

Dec 13, 2024

Forward Note - 2024/12/08

Jingle Bells, Jingle Bells, VIX 12 all the way.

Dec 8, 2024

The VIX/SKEW matrix to build sharpe 2+ strategies.

Understanding supply and demand is all you need

Dec 5, 2024

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