Options and Volatility
Pigs on the Wing: vol tells us nothing about extreme moves
Tails are not just scaled up version of volatility
Latest
Options and Volatility
a misconception about harvesting volatility
on gamma scalping
Options and Volatility
More option videos posted
"over the shoulder" cams
How Markets Work
the edges empires are built on
from probability to edge
How Markets Work
rent vs buy
should you buy or rent a home?
How Markets Work
if you have a low rate mortgage, you incinerate money when you sell
understanding mortgages
Options and Volatility
a sense of proportion around skew
how much does skew affect prices?
How Markets Work
Seasonal volatility
Generalizing lessons from natural gas options
the right bogey: trades that seem compelling but aren’t and vice versa
another reason why the right benchmark is so important
Options and Volatility
Moontower "Blaster" Tool
"buried treasure" trading
How Markets Work
Eagle-eyed chart reader
why you must use log charts for looking at compounded returns
Options and Volatility
years worth of option education in under 90 minutes
Loads of option concepts in a screencast
Options and Volatility
how an option trader extracts earnings from a vol term structure
a subject that encompasses many vol topics
Risk and Edge
risk rules that ignore p/l memory
constrain risk before the loss not after
Options and Volatility
how to become the main character on voltwit
when measuring changes in vol as a percent makes sense
Options Theory
arbitrage is a hall of mirrors
arbitrage-free requirements leads to unintuitive pricing