Options and Volatility
delta-hedged risk reversals
The Attribution Visualizer now supports multi-leg delta-hedged trades
Kris Abdelmessih
How Markets Work
AI Traders
AI in the trading realm
Options and Volatility
hurst
time scaling assumptions
How Markets Work
stacking carry: an inflation hedge you get paid to own
layering edges faster than risk when correlations are negative
How Markets Work
face-ripper
flows before prose
How Markets Work
get a mortgage from the option market
the growing way rich people get cash
How Markets Work
a guide to option margin
On margin
Options and Volatility
A devilish question for option sellers: Which VRP is higher?
Measuring volatility premiums
How Markets Work
market maker privilege
market maker advantages are real
Options Theory
how to get arbed with perfect information (again)
more replication theory
Options and Volatility
a cleaner way to compute seasonal vol
another way to bucket time
Options and Volatility
does revenue seasonality translate to vol seasonality?
linking volatility to fundamentals
the singularity trade
Not to deter any stubborn bears, but just understand your history. In 1999, the Nasdaq returned 86%. Kris@KrisAbdelmessihWhen I say markets are running 1999 sheets it's a sweeping reference to a time where single stock calls had a lot skew and greed not fear was in control.
Options and Volatility
how high implied vol works for and against you
when high implied vols is a gift or a curse
Risk and Edge
appreciating diversification
the basics of diversification
Options and Volatility
how a high implied vol can be cheap
Volatility is not a single measure