Risk and Edge
The “world’s worst time traveler” investing style
Even if you know the future investing is hard
Risk and Edge
Even if you know the future investing is hard
Options and Volatility
Term Structure part 2
Options and Volatility
Using vertical spread to compute OTM option value in your head
Options Theory
The basics
Options and Volatility
Part 1 on term structures
Options Theory
One of our pro subs sent us a note this weekend: Subscriber update: I’ve had a really successful first month with my moontower built trades. I’ve just been buying cheap vol verticals and diagonals, time spreads and selling expensive credit spreads, fine-tuning with the skew screen, playing the
Options Theory
computing portfolio vol
Our thinking on options, trading, investing.
A follow up on derivative "income" ETFs
Q32024
A follow up to JEPI competitors
on the popular wave of option etfs
stopping time problems
honest attribution
Learning about commodity futures
a rebalance trade idea for my portfolio
This post starts with a response to a reader question but leads to a deeper question
How realized volatility depends on sampling frequency
daily delta hedging explained
Exploring a GLD vol short