Spooky du Jour - short vol in UVXY
We ended last week with the lowest VIX readings in over four years. Despite significant developments in the Middle East over the weekend—including the death of the Iranian president
Signal du jour - short vol in INDA
We will receive new PPI data in a few hours, and Jay Powell, the Fed chairman, will speak at the Annual General Meeting of the Foreign Bankers Association in Amsterdam.
Signal du Jour - short vol in XLC
Another quiet week should be ahead of us—unless inflation goes through the roof or Powell announces a rate hike. In other words, anything different from the same narrative we&
Signal du Jour - short vol in US equities
Yesterday's session saw the equity market slowly grinding closer to all-time highs while realized volatility descended to a more normal level observed in 2024. The VIX is still
Signal du Jour - short vol in EFA
Another Monday in the market, and after two dense weeks on the macroeconomic and earnings fronts, it will be interesting to see if realized volatility maintains the higher levels observed
Signal Du Jour - short vol in EEM
Yesterday's session in US equities was uneventful, and while we await the May FOMC meeting, there's a high chance that today will be fairly tame, too.
Signal du Jour - short vol in DIA
Wasn't it nice to have a weekend without worrying about retaliations between Iran and Israel? Everything was calm from a headline perspective, and judging by oil prices this
Signal du Jour - Long vol in EWT
The equity markets enjoyed a nice rebound yesterday, giving them a breather before the week's meaty part. The action starts tonight with Tesla's earnings results, followed
Signal du Jour - short vol in UNG
Today marks the 100th edition of Sharpe Two—no small feat, and we couldn't be prouder. A heartfelt thank you to our 725 subscribers and the unwavering support