Ksander – Medium

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Ksander
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DataDrivenInvestor

Blending IV Rank and VRP: A Path to Sharpe 2+ in Options Trading

‘POP goes the straddle’

9 min readJan 17, 2024

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Blending IV Rank and VRP: A Path to Sharpe 2+ in Options Trading

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Pinned

Ksander

Delta hedging is expensive; do this instead

Focus on mispricing in implied volatility so obvious that the drift in the underlying doesn’t hurt.

8 min readDec 6, 2023

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Delta hedging is expensive; do this instead

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Ksander
in
DataDrivenInvestor

A deeper dive into our approach to volatility trading

Answering your most frequent questions

8 min readMay 4, 2024

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A deeper dive into our approach to volatility trading

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Ksander
in
DataDrivenInvestor

Using mean-reversion in volatility to trade 0 DTE

So you degens want to indulge in 0dte, huh? Let’s play.

8 min readApr 26, 2024

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Using mean-reversion in volatility to trade 0 DTE

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Ksander
in
DataDrivenInvestor

Digging into the overnight trade

VVIX or IV regime? Weekend or weekdays?

8 min readApr 17, 2024

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Digging into the overnight trade

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Ksander
in
DataDrivenInvestor

Finding tradable edges in 0DTEs

What happens Overnight, stays Overnight.

8 min readApr 11, 2024

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Finding tradable edges in 0DTEs

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Ksander
in
DataDrivenInvestor

Our 3 winners in Q1 2024

The last one shouldn’t come as a surprise anymore.

8 min readApr 5, 2024

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Our 3 winners in Q1 2024

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Ksander
in
InsiderFinance Wire

We read 42 books about trading so you don’t have to

Introducing ChartsTwo, powered by deep learning and Nvidia, of course.

5 min readApr 1, 2024

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We read 42 books about trading so you don’t have to

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Ksander
in
DataDrivenInvestor

We’ve built another Sharpe 2+ strategy for low-volatility regimes

Boost your performance by leveraging market filters, expiration buckets, and the VRP

8 min readMar 21, 2024

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We’ve built another Sharpe 2+ strategy for low-volatility regimes

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Ksander
in
DataDrivenInvestor

Mastering Market Regimes: A Sharpe 2+ Strategy for Short Volatility Trading

When too much stress is hurting your performance.

8 min readMar 14, 2024

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Mastering Market Regimes: A Sharpe 2+ Strategy for Short Volatility Trading

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Ksander

Ksander

I write about volatility trading and AI. Founder of Sharpe Two research. Newsletter at sharpetwo.com I read about human systems and collective intelligence.

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