Track Record Since 2022

Harvesting the Volatility
Risk Premium

Sharpe 4+ · Max Drawdown Under 6% · 36,000+ Trades · 850+ Days

A systematic approach to extracting the structural edge in same-day SPX options—where implied volatility consistently exceeds realized.

Fully automated execution You maintain account custody Hedge fund option available

The Edge

Options Markets Persistently Misprice Volatility

Academic research spanning decades shows that implied volatility exceeds realized volatility by 3-5 percentage points annually. This "volatility risk premium" exists because institutions pay to hedge, retail traders overpay for protection, and market makers demand compensation for inventory risk. It's not a market inefficiency—it's a structural feature we systematically harvest.

Documented Performance

Sharpe ratio above 4
Maximum drawdown under 6%
36,000+ trades executed
96% positive months

Systematic Process

Multiple uncorrelated sub-strategies
Instant execution via live data streaming
Rules-based risk management
No discretionary overrides

Investor-Friendly Structure

Managed account at your broker
You maintain full custody
Complete position transparency
Hedge fund available for select investors

Track Record

Performance Since 2022

36K+

Trades Executed

850+ Trading Days

Sharpe Ratio

Risk-Adjusted Return

<6%

Max Drawdown

Peak-to-Trough

<30

Max DD Duration

Recovery in Days

Request the complete investor presentation with detailed monthly returns, strategy attribution, and risk analysis.

Process

How It Works

Open Your Broker Account

Fund an account at a supported broker (TastyTrade, Interactive Brokers, TradeStation, Tradier, or Schwab). You maintain full custody and control—we never touch your funds directly.

Grant Trading Authority

Sign a Limited Power of Attorney allowing us to execute trades on your behalf. You can revoke access anytime. We cannot withdraw funds or access personal information.

Automated Execution, Full Transparency

Our automated systems run the strategy daily. You see every position in real-time through your broker. Weekly reports keep you informed on performance and risk.

0DTE: Extracting the Volatility Risk Premium Through Same-Day Options by Mark Uretsky

From the Founder

The Complete Guide to Systematic 0DTE Trading

This book distills everything I've learned building and running systematic 0DTE strategies—from the academic foundations of why the volatility risk premium exists, to the practical mechanics of iron condor construction, position sizing, and survival-first risk management. Written for traders who want to understand the "why" behind the numbers.

The mathematics of volatility risk premium and why it persists

Iron condor construction and the "free try" structural advantage

Kelly criterion position sizing for long-term capital growth

Building automated systems that remove emotional interference

Get the Book on Amazon

About

Mark Uretsky

Founder & Managing Partner

I build systematic trading systems focused on one thing: extracting edge from options market microstructure. My approach is rooted in academic research on volatility risk premium combined with practical experience executing tens of thousands of trades in live markets.

The strategy runs on automated infrastructure I developed specifically for high-frequency 0DTE execution—cloud-based systems with live data streaming and institutional-grade risk controls.

I wrote "0DTE: Extracting the Volatility Risk Premium Through Same-Day Options" to share the methodology behind this approach. The book covers everything from the theory of why implied volatility is systematically overpriced to the practical mechanics of building trading systems that can actually capture it.

Harvesting the VolatilityRisk Premium