Options and Volatility
Volatility term structure from multiple angles (part 2)
Term Structure part 2
A Cockpit View Of Q3
Q32024
A few derivative “income” ETF comparisons
A follow up to JEPI competitors
derivative "income" bumhunting
on the popular wave of option etfs
a riddle related to American-style options
stopping time problems
a winner that’s really a loser
honest attribution
crossing the commodity chasm
Learning about commodity futures
commodity kamikaze
a rebalance trade idea for my portfolio
how arbitrage pricing creates opportunities for directional investors
This post starts with a response to a reader question but leads to a deeper question
Volatility Depends On The Resolution
How realized volatility depends on sampling frequency
Intro to Simulating Dynamically Hedged Option Positions
daily delta hedging explained
GLD vol post-mortem
Exploring a GLD vol short
Dynamic Hedging & Option P/L Decomposition
Plus some realized vol trickery