signal-du-jour · Sep 19, 2024

Signal du Jour - short vol in TMF

We finally have it—the first rate cut of the year. And what a cut—50 bps! It came as a bit of a surprise, with the market expecting 25

signal-du-jour · Sep 12, 2024

Signal du Jour - short vol EEM

It was quite the day yesterday! After a slightly hotter-than-expected CPI number, the market took a dive right after the opening. But was it really about inflation? Couldn’t it

signal-du-jour · Sep 5, 2024

Signal du jour - short vol in XRT

Following a turbulent Tuesday after the Labor Day weekend, the equity markets found some footing yesterday. But with a packed economic calendar between now and tomorrow afternoon, it’s wise

signal-du-jour · Aug 29, 2024

Signal du Jour - short vol in VXX

Once again, the world hasn’t ended—yet. We're keeping an eye on the market’s response to the upcoming GDP data release. However, NVDA, after initially dropping

signal-du-jour · Aug 22, 2024

Signal du Jour - Long vol in EFA

Jackson Hole is finally underway, and all eyes are on Chairman Powell's upcoming speech tomorrow morning in the US. But for now? The equities markets are slowly drifting

signal-du-jour · Aug 20, 2024

Signal du jour - short vol in UNG

The S&P 500 has surged about 8% since its early August lows, just two weeks ago, while the Nasdaq has technically entered a bull market with an impressive

signal-du-jour · Aug 5, 2024

Signal Du Jour - survive the spike.

Markets are tumbling in the continuation of the moves observed last Friday. VIX is currently trading around 60, while the SP500 futures point toward a -3% at the open. The

signal-du-jour · Jul 29, 2024

Signal Du Jour - short vol in USO

A week with a combination of FOMC and NFP plus earnings from AMZN and MSFT: it feels like Christmas ahead of time! Gear up for some intraday volatility and try

signal-du-jour · Jul 25, 2024

Signal Du Jour - Short vol in SSO

Yesterday was another significant day to the downside as the volatility spike expanded: we closed above 18 and even tested 19 in the overnight session. After months of ultra-low volatility,