How Markets Work
Guest Post: Market Impact and Strategic Execution
the bid/ask game
How Markets Work
the bid/ask game
How Markets Work
on the topic of professional execution
Risk and Edge
tax loss harvesting
the cost of ingredients that drive option expressions
I had a long chat with a user who’s been trading as a primary means of income for over a decade. I was deeply impressed to watch how this individual followed the recipe we lay out in The Moontower Mission Plan while incorporating their own spice. How they combine
A little experiment — talking into a camera instead of writing. The topic… “the most underappreciated aspect of trading” A rough script The Most Underappreciated Aspect of Trading In the world of trading and investing, there’s a lot of talk about modeling and methods and all kinds of geekery. This
Options and Volatility
multiple VRPs
Our thinking on options, trading, investing.
a trading journey
a topic that takes a long time to grok
Translate your sentiment into “option surface” language
thoughts for professional option traders on the job market
Part I of a discussion of VRP
the thinking, experience, and pst-mortem of an oil option trade
Foreword to Euan Sinclair and Andrew Mack's latest
diversification
ETFs for everything
Even if you know the future investing is hard
Term Structure part 2
Using vertical spread to compute OTM option value in your head