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Performance Review
An update on our approach to vol trading, leading to Sharpe 4.
Dec 18, 2025
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Signal Du Jour - Short Vol in Oil
Very smart who can predict the next spike.
Jan 15
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The Simplest Way to Test Sharpe Two
Access the Active Trader plan for 14 days, for $14.
Jan 14
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Forward Note - 2026/01/11
Are we already too late?
Jan 11
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Signal Du Jour - Short Vol in NUGT
First trade of the year, and a spooky one.
Jan 8
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Your subscription has been restored
Thank you Substack, thank you Stripe.
Dec 29, 2025
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Forward Note - 2025/12/21
Have you been rational enough to deserve a Santa Rallye?
Dec 21, 2025
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Trade Anatomy - Short Vol in TLT
40% off our yearly plan for the last post mortem of 2025.
Dec 17, 2025
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Trade Anatomy - Short Vol in URA
Post mortem Signal Du Jour - 2025/12/04
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Forward Note - 2025/12/14
Would you eat everyday at McDonalds?
Dec 14, 2025
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Sharpe Two
Data-backed volatility forecasts for traders, quants, and risk-takers. You trade. We assist.
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