Archives
- 09 Apr Some Notes on Short-Term SPX Vol
- 03 Apr The Economic Impact of Regime Forecasting in a 1DTE SPX Strategy
- 23 Mar Sharpe Ratio and Drawdowns in a 1DTE SPX Strategy
- 13 Mar Forecasting Intraday Regime Risk in a 1DTE SPX Strategy
- 17 Feb Distribution and Regime Effects in a 1DTE Options Strategy
- 25 Jan Using Gamma to Make Better Decisions Trading Short-Dated Options
- 08 Jul Basic Concepts of Options