Path, VIX, & Hit Rates vs Expectancy
ways to price VIX and what we can learn from it
Latest
laying in the weeds
searching for ideas "left for dead"
2 key concepts for traders
2 ideas that get you back to basics
Guest Post: Market Impact and Strategic Execution
the bid/ask game
“A sale is made on EVERY call”
on the topic of professional execution
Tax-Loss Harvesting On Levered Long/Short
tax loss harvesting
Option Spellbooks
the cost of ingredients that drive option expressions
insights from a moontower.ai user
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
The Most Underappreciated Aspect of Trading
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
the option market's point spread (part 2)
multiple VRPs
case study on becoming a partner at a trading firm
a trading journey
why selling an option because the “stock will never get there” is amateur vol thinking
a topic that takes a long time to grok
translating to “option surface” language
Translate your sentiment into “option surface” language
adverse selection in the option job market
thoughts for professional option traders on the job market
the option market's point spread
Part I of a discussion of VRP
stepping through an oil put option trade
the thinking, experience, and pst-mortem of an oil option trade
Options and Volatility
THE book for retail option traders
Foreword to Euan Sinclair and Andrew Mack's latest
Risk and Edge
"negatively priced lunch"
diversification
How Markets Work
ETF slop
ETFs for everything
Risk and Edge
The “world’s worst time traveler” investing style
Even if you know the future investing is hard
Options and Volatility
Volatility term structure from multiple angles (part 2)
Term Structure part 2
Options and Volatility
Options Riddle
Using vertical spread to compute OTM option value in your head
Options Theory
learning options from scratch
The basics
Options and Volatility
Volatility term structure from multiple angles (part 1)
Part 1 on term structures
Options Theory
moontower.ai testimonial and some of my thoughts
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
tracking your portfolio and its risk
computing portfolio vol
Options and Volatility
JEPI and the...Atlanta Falcons?
A follow up on derivative "income" ETFs
How Markets Work
A Cockpit View Of Q3
Q32024
Options and Volatility
A few derivative “income” ETF comparisons
A follow up to JEPI competitors
Options and Volatility
derivative "income" bumhunting
on the popular wave of option etfs
Options Theory
a riddle related to American-style options
stopping time problems
Options and Volatility
a winner that’s really a loser
honest attribution