Risk and Edge
the 2 vectors of volatility scaling
the foundation of portfolio construction
Risk and Edge
Risk and Edge
another example of vol goggles
Delta bid or vol bid?
Risk and Edge
moontower raw: another day of trading
more live trading
Risk and Edge
stop with the stop-loss debate
on stop-losses
Options and Volatility
Pigs on the Wing: vol tells us nothing about extreme moves
Tails are not just scaled up version of volatility
Risk and Edge
risk rules that ignore p/l memory
constrain risk before the loss not after
Risk and Edge
you can ONLY eat risk-adjusted returns
the "hardest, nastiest problem in finance"
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
Risk and Edge
Tax-Loss Harvesting On Levered Long/Short
tax loss harvesting
Risk and Edge
"negatively priced lunch"
diversification
Risk and Edge
The “world’s worst time traveler” investing style
Even if you know the future investing is hard
Options Theory
tracking your portfolio and its risk
computing portfolio vol
Risk and Edge
Mr. My Way
Sports gambling and a book rec
Risk and Edge
Probability Matching In Nature
A wild phenomena
Risk and Edge
Options trading as a widget factory
Edge Functions: the hurdle for a trader's unit economics