A couple questions I answered in the moontower discord: It started with Benn’s observation: What do you think about crude with…
I gave a talk to a quant investment club at UNC this week. I did some riffs on what said…
I’ve been trading more than usual this week. I sent a couple impromptu emails describing my thinking. Sunday: a quick thought…
Friends, The readership here is a mix of curious, friendly people, many of which are here for dad-posting and general…
In Sunday’s surfing volatility, I recapped my IBIT (the spot BTC ETF) options trading for the 10 days preceding the March…
Friends, I wasn’t planning to publish until Wednesday but ahead of this week I just want to share what’s rattling…
I bought December COIN straddles yesterday, so instead I’m going to discuss: Premise Expression & Execution Management plan Miscellaneous aspects…
Certain topics re-infect popular social media discourse like an engineered cold virus. Like when the NY Times is having a…
2 weeks ago I shared this tweet: By saying I’d buy that proposition I’m saying “I’d buy that vol” Andy, responded…
The “weekend effect” in options refers to the tendency of implied vol to increase on Mondays. Why does it happen?…