PinnedKsanderinDataDrivenInvestorBlending IV Rank and VRP: A Path to Sharpe 2+ in Options Trading‘POP goes the straddle’Jan 171Jan 171
PinnedKsanderDelta hedging is expensive; do this insteadFocus on mispricing in implied volatility so obvious that the drift in the underlying doesn’t hurt.Dec 6, 2023Dec 6, 2023
KsanderinDataDrivenInvestorA deeper dive into our approach to volatility tradingAnswering your most frequent questionsMay 4May 4
KsanderinDataDrivenInvestorUsing mean-reversion in volatility to trade 0 DTESo you degens want to indulge in 0dte, huh? Let’s play.Apr 26Apr 26
KsanderinDataDrivenInvestorDigging into the overnight tradeVVIX or IV regime? Weekend or weekdays?Apr 17Apr 17
KsanderinDataDrivenInvestorFinding tradable edges in 0DTEsWhat happens Overnight, stays Overnight.Apr 11Apr 11
KsanderinDataDrivenInvestorOur 3 winners in Q1 2024The last one shouldn’t come as a surprise anymore.Apr 51Apr 51
KsanderinInsiderFinance WireWe read 42 books about trading so you don’t have toIntroducing ChartsTwo, powered by deep learning and Nvidia, of course.Apr 12Apr 12
KsanderinDataDrivenInvestorWe’ve built another Sharpe 2+ strategy for low-volatility regimesBoost your performance by leveraging market filters, expiration buckets, and the VRPMar 21Mar 21
KsanderinDataDrivenInvestorMastering Market Regimes: A Sharpe 2+ Strategy for Short Volatility TradingWhen too much stress is hurting your performance.Mar 14Mar 14