Options and Volatility
hedging is for gardeners
an example of a market-maker decision to not hedge
Kris Abdelmessih
Options Theory
become an option mixologist
All option structures are a version of 3 themes
Risk and Edge
How I Teach Middle Schoolers To Build Stock Portfolios
Basics portfolio construction
How Markets Work
investing orbits
investing from different vantage points
Options and Volatility
delta-hedged risk reversals
The Attribution Visualizer now supports multi-leg delta-hedged trades
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