Positive delta puts in the wild: Avis stock (CAR)

4 weeks ago

Remember that chart of CAR last week. (Matt Levine wrote about the fundamentals of the squeeze on 4/15) So this was Thursday:…

“broken window theory” only applies to blue-collar crime

4 weeks ago

At least once a day, I think about how the staunchest supporters of “broken window theory” must think it only…

the “obvious error” rule

4 weeks ago

From @buccocapital on Anthropic CEO’s insistence that AI is going to wipe out 50% of jobs. Bingo. The “we gave you our…

Moontower #312

4 weeks ago

In this issue: obvious error rule broken window theory why home prices aren’t going to crash put options on CAR…

creation and extraction

1 month ago

I’ll open with a thought that could probably just be a tweet on the limitation of markets. I forget where…

Moontower #311

1 month ago

In this issue: AI leaves the hardest problems to humans The triggering implication of arbitrage theory options rapid fire Nine…

the bias of hedging on implied delta

1 month ago

Tweets Before we get to today’s meat, here are 2 threads spurred by oil’s advance yesterday.   Delta is God…

how to get arbed with perfect information

1 month ago

The “Bridge of Asses” 📺Option Pricing Explained: No Arbitrage + Financial Mathematics from a Quant | 52 min watch Doug Costa (SIG…

hungry eyes

1 month ago

I was at the Collective meet-up in Menlo Park this week (this was the 3rd time I’ve attended and it’s always a…

the real Y2k event

1 month ago

About 15 years ago, I read Drew Magary’s sci-fi novel The Postmortal. The book imagines a society that has created…