writing-to-learn 8
- Multi-Sleeve Statistical Arbitrage in U.S. Equities
- Estimating the Expected Value of a Short-Dated Iron Condor
- Some Notes on Short-Term SPX Vol
- The Economic Impact of Regime Forecasting in a 1DTE SPX Strategy
- Sharpe Ratio and Drawdowns in a 1DTE SPX Strategy
- Forecasting Intraday Regime Risk in a 1DTE SPX Strategy
- Distribution and Regime Effects in a 1DTE Options Strategy
- Using Gamma to Make Better Decisions Trading Short-Dated Options