Equity curve
Screening funnel latest cycle
Candidates must clear $2.00 of measured volatility
risk premium. Spreads the market is not paying for are cut here.
Volatility by underlying implied vs realised — where the premium is
Open positions
Decisions including every one the risk gates vetoed
Edge = the same spread priced at realised volatility
minus the same spread priced at the market's implied volatility. One model
both sides, so the only difference is the vol — the number is the
premium being harvested, in dollars. Near zero means nobody is paying us.