Options and Volatility
JEPI and the...Atlanta Falcons?
A follow up on derivative "income" ETFs
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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
How Markets Work
crossing the commodity chasm
Learning about commodity futures
Options and Volatility
commodity kamikaze
a rebalance trade idea for my portfolio
Options and Volatility
how arbitrage pricing creates opportunities for directional investors
This post starts with a response to a reader question but leads to a deeper question
Options and Volatility
Volatility Depends On The Resolution
How realized volatility depends on sampling frequency
Options and Volatility
Intro to Simulating Dynamically Hedged Option Positions
daily delta hedging explained
Options and Volatility
GLD vol post-mortem
Exploring a GLD vol short
Options and Volatility
Dynamic Hedging & Option P/L Decomposition
Plus some realized vol trickery
How Markets Work
why home prices could fall with mortgage rates
understanding how your home equity changes when mortgage rates spike
Options and Volatility
understanding the realized vol portion of option p/l
isolating realized vol p/l
Options and Volatility
Connecting Vol Surfaces To Option P/L
Delta-neutrality, sticky strike vs sticky delta and more...