What did we notice? a * b = Mean² − MAD² (where MAD = mean absolute deviation) As soon as…
We’ll start with some useful resources for the learners, then move to material for traders ready to do stuff. CME…
“Vega wounds, gamma kills” is an esoteric expression that’s still common enough that you can google it and return a…
Trailing 1-year inflation per the CPI index has been ~2.5% Prompt CME gasoline futures (RBOB) are up 80% this year…
In this issue: Investment Beginnings Class #3 and the game we played What if gasoline futures roll up to the…
Friends, I tweeted something the other day that I want to expand on because it’s one of those ideas that’s…
In this issue: AI scheduled task example A rare, honest trading post-mortem Sorting through the bluster of the SpaceX IPO…
The math here isn’t the point, although you might like it if that’s your type of thing. Just stay with…
My older kid is getting braces in a few weeks. Based on the expected time he has to wear them,…
By now y’all know option traders have the ATM straddle approximation burned into their retina: straddle ≈ .8 Sσ √T…