Newsletter Thoughts

Moontower #320

In this issue: investing orbits present tense Friends, I save my editorializing for the section at the end today. Let’s…

4 months ago

“betting as a tax on bullshit”

🎙️Wrong numbers and why they survive | Complex System Podcast Patrick McKenzie interviews famous Wall Street quant and author Aaron Brown(Poker Face…

4 months ago

Delta-hedged risk reversals

We recently added multi-leg support to our Attribution Visualizer, our tool for allowing you to track an option contract’s p/l…

4 months ago

VIX and buy signals

Here’s Victor Haghani: A high VIX1 is widely considered to be one of the cleaner buy signals out there. A…

4 months ago

Moontower #319

In this issue: free lunches and non-tradeoffs VIX and buy signals delta-hedged risk reversals Friends, As one of my favorite…

4 months ago

The Scaling Laws of Risk-Reduction

In a misconception about harvesting volatility, you learn that you do NOT need to scalp the gamma to isolate the vol…

4 months ago

AI Traders

Any moontower.ai subscriber can prompt our trained agent. Even if you aren’t a sub you can give it a try for free.…

4 months ago

Moontower #318

In this issue: summer reading a bunch of option videos AI Traders? Friends, As I mentioned on Wednesday, traveling mercifully…

4 months ago

DFW

Happy summer everyone! It’s good to be back. I spent the past 2 weeks traveling with my family and in-laws.…

4 months ago

hurst

In a random walk where trials are independent, variance scales linearly with time. Since standard deviation is the square root…

4 months ago