Research & Analysis

signal-du-jour · Mar 12, 2026

Signal du Jour — Short Vol in QQQ

The world can’t stop watching oil. Hormuz traffic is down 90%, two more tankers took projectiles overnight, and WTI opened above $94 after the IEA’s record 400-million-barrel reserve

trade-anatomy · Mar 11, 2026

Trade Anatomy - Short Vol in ASHR

Two weeks ago we were pointing to an opportunity to short volatility in Chinese equities through ASHR. At that moment, the main geopolitical item on our agenda was the state

research · Feb 17, 2026

Why Iron Condors Eat Your Own Edge

The defined-risk trade that systematically destroys the richest premium on the vol surface

research · Feb 14, 2026

Gap Events Don’t Care About Your Stop Loss

Size small, put your wings on, and play the variance game.

research · Jan 13, 2026

What structure should you consider when trading volatility?

Why implied volatility is often the wrong object, and how variance pricing explains real edge in options trading

research · Dec 5, 2025

Why You Should Care About Vol-of-Vol

The metric that explains why volatility trades work... until they don't.

research · Dec 1, 2025

Volatility Isn’t a Vibe: It’s a Process

Most traders do not lose money because they lack “a strategy.” In fact, everyone has a strategy these days; the wheel, CSPs, covered calls, or the good old “little strategy

research · Oct 28, 2025

Why 0DTE Feels Like Trading but Is Nothing But Noise

The closer you are to expiry, the louder the noise.

research · Oct 14, 2025

The flaw in the "list of good stocks" logic

Edge comes from the surface, not the names