Performance Review
That is a longer one than usual, if you are here just for the discounts, here they are; 40% off the Substack yearly plan and 20% any of our yearly
NFP week and potential bump ahead
Quiz time: what do the last four NFP weeks have in common? Either on the day or at least on the week, realized volatility ran above 20%. In isolation, a
Performance review 2024/12/01
A year ago, I launched Sharpe Two as a newsletter. It took off unexpectedly, and due to popular demand among the early readers, I created a small Discord group a
Our 3 winners in Q1 2024
Q1 is now officially behind us, characterized by a super-low volatility regime. Things were unusually easy if you were on the short side of volatility. However, like stocks, there are