Stochastic Volatility Trader - Quant Insights

Stochastic Volatility Trader - Quant Insights

Market analysis

Intraday post (30/April)

Apr 30, 2026
∙ Paid

Weekly post:

Market analysis

Customers are long the weekly skew | Weekly post (27/April - 01/May)

Alma
·
Apr 26
Customers are long the weekly skew | Weekly post (27/April - 01/May)

Context

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Yesterday’s reversion trading plan worked out perfectly closing at the sticky centroid of yesterday. The big call wall of 7200 now rolled up to 7300 that is a big sentiment switch. Buyers are in the game, so BTD strategy works now as long as ES=F holds 7130/20, and profile shows it most likely will.
Vol event is behind us.

Let’s look at the positioning…

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