Author
The latest from Joshua Goldfein
Tail Risk Hedging Without the Drag: A Practical Framework
Convex protection that doesn’t bleed premium in sideways markets — the structures and sizing that actually work.
Markets
Apr 28, 2026
When Sharpe Lies: Evaluating Strategies Under Non-Normal Return Distributions
Standard risk metrics fail under fat tails. Calmar, Sortino, and Omega ratios tell a different story.
Judgment
Apr 28, 2026
Order Book Depth and Its Predictive Power for Intraday Momentum
Level-2 data contains signals that aggregate OHLCV bars entirely obscure. Here’s how to extract them.
Markets
Apr 28, 2026