Sitemap - 2024 - Sharpe Two
Signal Du Jour - Skew trade in NKE
The VIX/SKEW matrix to build sharpe 2+ strategies.
Signal du Jour - short vol in VXX
Signal du Jour - Short vol in EDC
Signal du Jour - Short vol in INDA
Signal du Jour - short vol in MSOS
Signal du Jour - Short vol in TAN
Signal du Jour - short vol in EWZ
Signal du Jour - short vol in USO
Signal du Jour - short vol in ASHR
Signal du Jour - short vol in TMF
Signal du Jour - short vol EEM
Signal du jour - short vol in XRT
Signal du Jour - short vol in VXX
Signal du Jour - Long vol in EFA
Signal du jour - short vol in UNG
Signal Du Jour - survive the spike.
Signal Du Jour - short vol in USO
Signal Du Jour - Short vol in SSO
Signal du Jour - short vol in EWT
Signal du Jour - short vol in TAN
Signal du Jour - short vol in XLP
Signal du Jour - short vol in YINN
Signal du Jour - long vol in LQD
Signal du Jour - short vol in KWEB
Signal Du jour - short vol in BITO
Signal du Jour - Short vol in EWQ
Signal du Jour - short vol in UVXY
Signal du Jour - long vol in BOIL
Signal du Jour - short vol in TLT
Signal du Jour - long vol in SLV
Signal Du Jour - short vol in BOIL
Signal du Jour - short vol in EWW
Signal du Jour - Short vol in KRE
Signal du Jour - short vol in VXX
Sunday Forward Note - 2024/06/02
Signal du Jour - short vol in EWZ
Signal du Jour - Short vol in SMH
Spooky du Jour - short vol in UVXY
Signal du jour - short vol in INDA
Signal du Jour - short vol in XLC
Signal du Jour - short vol in US equities
Signal du Jour - short vol in EFA
A deeper dive into our approach to volatility trading
Signal Du Jour - short vol in EEM
Signal du Jour - short vol in DIA
Using mean-reversion in volatility to trade 0 DTE
Signal du Jour - Long vol in EWT
Signal du Jour - short vol in UNG
Sunday Forward Note - 2024/04/21
Digging into the overnight trade
Spooky du Jour - short vol in VXX
Signal du Jour - short vol in XLP
Finding tradable edges in 0 DTEs
Signal du Jour - short vol in DIA
Sunday Forward Note - 2024/04/07
Signal Du Jour - short volatility in GDX
We read 42 books about trading so you don't have to
Signal Du Jour - Short Vol in UNG
Signal Du Jour - short vol in XLC
Navigating the Top-Performing Tickers in High IV and Expanding HV Regimes
Signal du Jour - Short Vol in IYR
Signal du Jour - Long Vol in bonds ahead of the Fed
Mastering Low Volatility: Strategies for Consistent Options Trading
Signal Du Jour - Short vol in XLU
Signal du Jour - Short Vol in GLD
Mastering Market Regimes: A Sharpe 2+ Strategy for Short Volatility Trading
Signal du Jour - Long/Short in EWY
Signal du Jour - XOP Sharpe Ratio 1.94 Win Rate 69%
Does selling 45 DTEs really work?
Signal du Jour - Short vol in XBI
Signal du Jour - Short Vol in US Equities
Picking up pennies in front of a steamroller
Signal du Jour - Long/Short vol ahead of the Fed
Why do I keep publishing my research?
A guide to find profitable 0DTE trades
Signal du Jour - Short Vol In INDA
Signal Du Jour - Short Vol in BITO
Signal Du Jour - Short Vol in EWY
How to use the volatility term structure to improve your Sharpe Ratio
Signal du Jour - FXI Sharpe ratio 1.58 Win rate 76%
Signal du Jour - Short vol in XRT
Signal du Jour - Sharpe Ratio 1.85 Win Rate 72%
Finding Sharpe 2+ opportunities in a low volatility regime.
Signal Du Jour - Long/Short volatility in the tech space
Signal du Jour - Short vol DBA
Let's narrow the gap between pro and retail traders
Signal du Jour - Sharpe ratio 1.91 Win Rate 89%
Signal du Jour - Sharpe Ratio 1.81 Win Rate 81%
How to construct a Long/Short volatility trade in corporate bonds?
Signal du Jour - Sharpe 1.85 Win Rate 82%
EEM's Volatility Play - Sharpe Ratio 1.6 Win Rate 73%
Blending IV Rank and VRP: A Path to Sharpe 2+ in Options Trading
Signal Du Jour - Long Vol Bonds