Portfolio Design with TheTape | Mark Phillips | Substack

The News is Out

Earnings strategies for the vol crush

Dec 1 •

New

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Volatility's Past Trauma

How GARCH Adjusts for Environments and Extremes

Nov 17 •

Volatility Frameworks

How different calculations of historical vol fit into trading strategies

Nov 10 •

Risk Reversal Premiums as Vol Drops

Nov 3 •

Protecting the Flock

Analyzing the changing price of volatility and strategy implications

Oct 27 •

Choose When You Fly

Parameters to time entries significantly improve COND returns

Oct 20 •

Taming Wild Components

How the new dispersion index DSPX fits into trading strategies

Oct 13 •

The Daily Theta Cliff

Analyzing and Replicating the Short 0DTE Trade

Oct 6 •

Portfolio Design with TheTape

Portfolio Design with TheTape

Build better portfolios with TheTape.Report. A weekly discussion of the prevailing trends and pricing of the most popular options portfolio strategies. Overlay, collar, and structured product design. Market structure and execution analysis.

Portfolio Design with TheTape

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