spx 6
- 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