signal-du-jour · Mar 6, 2025

Signal du Jour - short vol in KRE

Implied vol is back! Will it stick around? Only the market Gods know, but in the meantime, it’s time to be cautious and, as much as possible, neutralize directional

signal-du-jour · Feb 27, 2025

Signal du Jour - skew trade in the tech sector

A staggering 80% growth year over year, and Nvidia has shrugged off Deep Seek concerns without breaking a sweat. Demand remains strong, and according to CEO Jensen Huang, there’s

signal-du-jour · Feb 20, 2025

Signal du Jour - short vol in UVIX

Since the last time we wrote about a VIX ETN trade, the market landscape has changed dramatically, with most of the headlines revolving around a single word: Trump. In just

signal-du-jour · Feb 13, 2025

Signal du Jour - Skew trade in KWEB

We’re now in mid-February, and the VIX remains stubbornly glued to the 16 handle. Is the writing on the wall? Hard to say—the market has developed a habit

signal-du-jour · Feb 6, 2025

Signal du Jour - Short vol in China

After the tariff shenanigans over the weekend, the early part of the week played out much like the Deep Seek saga: a sharp sell-off at the open, only for the

signal-du-jour · Jan 30, 2025

Signal du Jour - Skew trade in NVDA

What a week! It’s only Thursday morning, and it feels like the entire price action of Q1 has been condensed into the last 72 hours. Part of us was

signal-du-jour · Jan 23, 2025

Signal du Jour - long vol in US equities

A casual 300-point rally in 5 sessions, a VIX dipping into the 14s, and 4 overnight gaps exceeding 0.5%—what happened to Pessimism Central? Vanished. Disintegrated. Annihilated. Since the

signal-du-jour · Jan 16, 2025

Signal du Jour - short vol in BOIL

The equity market has had its best days since Trump got elected, and the VIX is back at 16. Let’s see if realized volatility finally drops as we head

signal-du-jour · Jan 9, 2025

Signal du Jour - Skew trade in ARGT

The market is closed today in remembrance of Carter’s presidency. To be honest, this mid-week break is a welcome pause. It’s only January 9th, yet the tension in