PinnedPublished inDataDrivenInvestorBlending IV Rank and VRP: A Path to Sharpe 2+ in Options Trading‘POP goes the straddle’Jan 17, 20241Jan 17, 20241
PinnedDelta hedging is expensive; do this insteadFocus on mispricing in implied volatility so obvious that the drift in the underlying doesn’t hurt.Dec 6, 2023Dec 6, 2023
Published inDataDrivenInvestorA deeper dive into our approach to volatility tradingAnswering your most frequent questionsMay 4, 2024May 4, 2024
Published inDataDrivenInvestorUsing mean-reversion in volatility to trade 0 DTESo you degens want to indulge in 0dte, huh? Let’s play.Apr 26, 2024Apr 26, 2024
Published inDataDrivenInvestorDigging into the overnight tradeVVIX or IV regime? Weekend or weekdays?Apr 17, 2024Apr 17, 2024
Published inDataDrivenInvestorFinding tradable edges in 0DTEsWhat happens Overnight, stays Overnight.Apr 11, 2024Apr 11, 2024
Published inDataDrivenInvestorOur 3 winners in Q1 2024The last one shouldn’t come as a surprise anymore.Apr 5, 20241Apr 5, 20241
Published inInsiderFinance WireWe read 42 books about trading so you don’t have toIntroducing ChartsTwo, powered by deep learning and Nvidia, of course.Apr 1, 20243Apr 1, 20243
Published inDataDrivenInvestorWe’ve built another Sharpe 2+ strategy for low-volatility regimesBoost your performance by leveraging market filters, expiration buckets, and the VRPMar 21, 2024Mar 21, 2024
Published inDataDrivenInvestorMastering Market Regimes: A Sharpe 2+ Strategy for Short Volatility TradingWhen too much stress is hurting your performance.Mar 14, 2024Mar 14, 2024