risk rules that ignore p/l memory
constrain risk before the loss not after
constrain risk before the loss not after
when measuring changes in vol as a percent makes sense
arbitrage-free requirements leads to unintuitive pricing
another learning mode
Discord Voice Channel
long shot bets against MSTR
the "hardest, nastiest problem in finance"
seat arbitrage and stories
ways to price VIX and what we can learn from it
searching for ideas "left for dead"
2 ideas that get you back to basics
the bid/ask game
on the topic of professional execution
tax loss harvesting
the cost of ingredients that drive option expressions
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
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
Options and Volatility
multiple VRPs
How Markets Work
a trading journey
Options and Volatility
a topic that takes a long time to grok
Options and Volatility
Translate your sentiment into “option surface” language
How Markets Work
thoughts for professional option traders on the job market
Options and Volatility
Part I of a discussion of VRP
Options and Volatility
the thinking, experience, and pst-mortem of an oil option trade
Options and Volatility
Foreword to Euan Sinclair and Andrew Mack's latest
Risk and Edge
diversification
How Markets Work
ETFs for everything
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