useless NOISE

3 months ago

This is what ZeroHedge posted after NVDA earnings: and now NVDA is flat. straddles were pricing in 4.4% move. options…

Example of “measurement not prediction” in the wild

3 months ago

A reader replied enthusiastically to my 2-week-old post when logic and proportion have fallen sloppy dead giving me credit for calling that…

the math of investing

3 months ago

As I’ve shared here before, I spun up an investing class for middle and high school kids locally. I am…

Moontower #305

3 months ago

In this issue: The math of investing moontower as a “bridge” Friends, The money sections are full of education today,…

the moontower bridge

3 months ago

I sent this to our moontower.ai list this week: If you run a trading or investment book that uses options…

links between options and event prediction markets

4 months ago

Oil vols and calls skews were up a lot this week as the expectation of the US striking Iran increases.…

a downside of trading careers

4 months ago

Ex-SIG quant trader, friend of the Moontower, fellow Substacker Whirligig Bear and prediction market enjooooyer Andrew Courtney went on the Odds On…

Moontower #304

4 months ago

In this issue: white rabbit a downside of trading careers oil options, Iran, Polymarket Friends, I’ll be short up top…

sticky vs floating strike

4 months ago

Last week, in embedding spot-vol correlation in option deltas, I showed how vol paths use anticipated changes in implied vol as the…

embedding spot-vol correlation in option deltas

4 months ago

Before we get to the heart of today’s education, this is a video follow up to yesterday’s HOOD: A Case Study…