Options and Volatility
the option market's point spread (part 2)
multiple VRPs
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
Lots of fun stuff to learn today about options. Jumping right in. GLD and USO On the weekend of August 18th I pointed out that GLD ATM vol looked expensive as of the close on August 16th. I wrote about the setup and the performance after a week in the
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