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

why home prices could fall with mortgage rates

understanding how your home equity changes when mortgage rates spike

understanding the realized vol portion of option p/l

isolating realized vol p/l

Connecting Vol Surfaces To Option P/L

Delta-neutrality, sticky strike vs sticky delta and more...

a deeper understanding of vertical spreads

This is part 2 of “building an options chain in your head”

The “grammar” of trading with SIG’s Todd Simkin

Learning trading with SIG's Todd Simkin

“This was a vol event”

The August 2024 VIX tantrum