the GFC through a quant's eyes

the subprime crisis from both real-world and quant perspectives

calendar spreads through the eyes of a vol trader

simulating a time spread

Betting on PLTR to $40

Vertical spreads in action

timing the market

how a trader can stop the urge to time the market

Vol drag is misunderstood...until now

Vol drag does NOT change the mean or expected return. It affects the return you are most likely to experience.

"turds floating to the surface before the flush"

liquid and levered lead while illiquid and indirect lag

Why meme stock put spreads look expensive

How vol drag influences vertical spreads

the 80/20 hack for "risk-adjusting" returns

Forecasting your actual compounded return

using elementary school geometry to explain gamma

gamma p/l is the same as distance covered via acceleration

the dirties are down the cleans are up

On June 2nd I tweeted: June expiry in USO vol change on the 3% rally... OPEC agreed over the weekend to hike production...but you saw the Ukraine-Russia developments. Competing bullish/bearish effects Vol is lower today if you look at the June surface. But it's probably up

The "most important" gambling topic and a riddle

Non-self-weighting strategy

the investment industry is a placebo

Uselessly long feedback loops mean investing is an act of faith