Options and Volatility
how an option trader extracts earnings from a vol term structure
a subject that encompasses many vol topics
Latest
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
Options Theory
"over-the-shoulder" substance
another learning mode
Options and Volatility
The Moontower Subscriber Hoot
Discord Voice Channel
Options and Volatility
another XIV brewing in crypto?
long shot bets against MSTR
Risk and Edge
you can ONLY eat risk-adjusted returns
the "hardest, nastiest problem in finance"
How Markets Work
seat arbitrage
seat arbitrage and stories
Options and Volatility
Path, VIX, & Hit Rates vs Expectancy
ways to price VIX and what we can learn from it
Risk and Edge
laying in the weeds
searching for ideas "left for dead"
Risk and Edge
2 key concepts for traders
2 ideas that get you back to basics
How Markets Work
Guest Post: Market Impact and Strategic Execution
the bid/ask game
How Markets Work
“A sale is made on EVERY call”
on the topic of professional execution
Risk and Edge
Tax-Loss Harvesting On Levered Long/Short
tax loss harvesting
Option Spellbooks
the cost of ingredients that drive option expressions