Socratic Puzzles To Build Your Financial Intuition
Puzzles to build fundamental trading logic
This is a list of homework-like posts that allow you to slowly build intuition for financial math or derivatives topics.
Puzzles to build fundamental trading logic
This is a list of homework-like posts that allow you to slowly build intuition for financial math or derivatives topics.
gamma p/l is the same as distance covered via acceleration
On June 2nd I tweeted: June expiry in USO vol change on the 3% rally... OPEC agreed over the weekend to hike production...but you saw the Ukraine-Russia developments. Competing bullish/bearish effects Vol is lower today if you look at the June surface. But it's probably up
Non-self-weighting strategy
Uselessly long feedback loops mean investing is an act of faith