Blog
Research notes, strategy write-ups and data-driven explainers from Frenzy Capital — what we tested, what worked, and what didn't.
Bond Volatility Just Spiked While the VIX Slept. Is That a Signal to Buy Puts?
The MOVE index jumped 39% in a month while the VIX barely moved, and headlines say it's time to buy puts. We checked every similar split since 2004. The divergence is real, but as a signal to buy puts it has a poor record. Here are the numbers, episode by episode.
Investing in the AI Supply Chain: Who Gets the Dollar, and Who Keeps It
A layer-by-layer map of the AI buildout, from the hyperscalers writing $700 billion of checks down to the optics and chemicals beneath the fabs. Four years of price data show the money moving down the stack one bottleneck at a time, why the deepest moat has not been the best investment, and where the chain is most fragile now.
Leveraged ETF Decay Recap — September 2026
Which daily-reset leveraged and inverse ETFs paid the most decay for September 2026? Ranked list, chart, and the underlyings that chopped hardest.
Leveraged ETF Decay Recap — August 2026
Which daily-reset leveraged and inverse ETFs paid the most decay for August 2026? Ranked list, chart, and the underlyings that chopped hardest.
Leveraged ETF Decay Recap — July 2026
Which daily-reset leveraged and inverse ETFs paid the most decay for July 2026? Ranked list, chart, and the underlyings that chopped hardest.
Leveraged ETF Decay Recap — June 2026
Which daily-reset leveraged and inverse ETFs paid the most decay for June 2026? Ranked list, chart, and the underlyings that chopped hardest.
How a Backtest Lies (And What to Do About It)
A field report from a two-and-a-half-year hunt for an intraday edge in tech stocks. We found strategies with Sharpe ratios above two that won every single year in the sample. Almost none of them were real. This is the story of how backtests fool you, the four traps we walked into, and the discipline that keeps you honest.
Understanding the Sharpe Ratio
A plain-language guide to the most widely used measure of risk-adjusted return, with worked examples, a fund comparison, simple charts, and an honest look at where the number lies to you.
Ten Empirically-Grounded Prediction Market Trading Strategies
A technical survey of ten research-backed strategies for trading prediction markets, spanning favourite-longshot bias, cross-platform arbitrage, LP underwriting, combinatorial arbitrage, and dynamic hedging.
Inside the Prediction Market ETF Filings
A technical deep dive into the three competing SEC filings that could bring political-outcome wagering to your brokerage account.