Risk and Edge
Weighting An Options Pair Trade
Theta vs vega weighting
How Markets Work
Options and Volatility
"Do you even trade bro?"
When are you an investor vs a trader?
How Markets Work
When it's normal to have no idea what your returns are
The lingua franca of asset management regardless of strategy is returns.
Options and Volatility
What Equity Option Traders Can Learn From Commodity Options
Lessons of markets that rhyme
How Markets Work
When Car Leases Offer Options For Less Than Zero
Back out the option premium from a car lease
How Markets Work
Mermaids, Fireflies, and the Bid-Ask Spread
On ETF and option market-making
How Markets Work
Life Settlement Arbitrage
A guest post showing how “markets find a way”
How Markets Work
Growth rate = 70% * (doublings/years)
If you can count doublings then you can easily dazzle your friends with how fast you estimate a growth rate for any number of years.
How Markets Work
What Drives The Stock Market
Fundamentals [still] matter
How Markets Work
Index Investing: The Nature of the Proposition
What we can learn from historical performance
How Markets Work
Inflation Replicator
Notes on my personal investing and hedging inflation
How Markets Work
Career Advice For Quants
Link to a collection of career resources
How Markets Work
Nah…you just ain’t seein’ the ball
What people confess when they say markets don't make sense
How Markets Work
Getting Comfortable With Log Charts
Visualizing compounding for various rates of return
How Markets Work
Lessons From Ed Thorp’s Interview With Tim Ferriss
What we can learn from Ed Thorp
How Markets Work
The GOAT’s Parting Wisdom
Lessons from Munger