research · Apr 1, 2024

We read 42 books about trading so you don't have to

It's the first day of Q2, and after so much upward momentum in Q1, it's really hard to ignore the 2TheMoon references all over social media.

research · Mar 27, 2024

Easter Shopping List

With only 48 hours to go until the traditional long Easter break, volatility has already packed its bags and jetted off to Thailand, soaking up the sun, lounging by turquoise

research · Mar 20, 2024

Navigating the Top-Performing Tickers in High IV and Expanding HV Regimes

The market is patiently waiting for the next FOMC meeting, and it seems unfazed by the whole thing. With the VIX closing below 14 yesterday and VVIX retreating to 85

research · Mar 13, 2024

Mastering Low Volatility: Strategies for Consistent Options Trading

Yesterday's CPI report didn't break the market, and the VIX closed well below 14. Our regimes indicate that we are in a low-volatility environment more than

research · Mar 6, 2024

Mastering Market Regimes: A Sharpe 2+ Strategy for Short Volatility Trading

“Trade the regime you are in, not the regime you may see tomorrow” is the most valuable lesson I got as a young trader making his first steps on the

research · Feb 28, 2024

Does selling 45 DTEs really work?

It is “easier” to make money selling volatility in low-volatility regimes. Stock tends to drift up, but the realized volatility is much lower than what was implied by the market

research · Feb 21, 2024

Picking up pennies in front of a steamroller

In a recent discussion with one of our readers, the old saying about "picking up pennies in front of a steamroller" came up. It has been a while

research · Feb 19, 2024

Why do I keep publishing my research?

The markets are closed today, therefore, no signals and no research. However, I want to thank you for all the kind words I have received over the past three months

research · Feb 14, 2024

A guide to find profitable 0DTE trades

Finally, volatility has spiked - the biggest intraday move since November 2021. Long volatility traders are dusting off their "I told you so" mantles, while some who bet