A moontower user sent this [paraphrased] message in our Discord the morning of Jan 9th: NLR [VanEck Uranium and Nuclear ETF] had…
Remember that chart of CAR last week. (Matt Levine wrote about the fundamentals of the squeeze on 4/15) So this was Thursday:…
Tweets Before we get to today’s meat, here are 2 threads spurred by oil’s advance yesterday. Delta is God…
The “Bridge of Asses” 📺Option Pricing Explained: No Arbitrage + Financial Mathematics from a Quant | 52 min watch Doug Costa (SIG…
Recall the levered silver flows post where we see the quick math of levered ETFs. For a fund to maintain its mandated…
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…
Friends, I tweeted something the other day that I want to expand on because it’s one of those ideas that’s…