Name	Sharpe Ratio	Period of Rebalancing
⭐ Is There Money to Be Made Investing in Options? A Historical Perspective	1.16	Monthly
⭐ The Price of Market Volatility Risk	1.16	Monthly
⭐ Being Right is Not Enough: Buying Options to Bet on Higher Realized Volatility	1.16	Monthly
⭐ The Performance of Equity Index Option Strategy Returns During the Financial Crisis	1.16	Monthly
⭐ Still Not Cheap: Portfolio Protection in Calm Markets	1.16	Monthly
⭐ Covered Calls Uncovered	1.16	Monthly
⭐ Index Options Realized Returns Distributions from Passive Investment Strategies	1.16	Monthly
⭐ Which Index Options Should You Sell?	1.16	Monthly
⭐ Option Pricing Methods in the City of London during the Late 19th Century	1.16	Monthly
⭐ An Analysis of Index Option Writing with Monthly and Weekly Rollover	1.16	Monthly
⭐ Option-Based Equity Strategies	1.16	Monthly
⭐ The Turn-of-the-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model	1.04	Daily
💡 Trading the VIX Futures Roll and Volatility Premiums with VIX Options		Daily
💡 Volatility Dispersion Trading		Monthly
💡 When No News is Good News – The Decrease in Investor Fear after the FOMC Announcement		Intraday
💡 Forecasting the VIX to Improve VIX-Derivatives Trading		Daily
💡 Understanding and Trading the Term Structure of Volatility		Daily
💡 The VIX Premium		Daily
💡 Dispersion Trading in South Africa: An Analysis of Profitability and a Strategy Comparison		Daily
💡 The Correlation Risk Premium: International Evidence		Monthly
💡 VIX Futures Basis Trading: The Calvados-Strategy 2.0		Daily
💡 Risk Premia and the VIX Term Structure		Daily
💡 Volatility Derivatives in Practice: Activity and Impact		Daily