A few days ago I got the idea to do a screencast where I use an option chain and greeks…
Earnings are a highly concentrated source of volatility for public companies because besides reporting results they give guidance on the…
A reliable way to have Nassim Taleb come through your window to call you an iiiiidiot is to see a…
Given where markets are these days, there are a lot of investors, often former or current employees and execs of…
If you don’t know what MicroStrategy (MSTR) then congrats, you have won life. Close this tab and go back to…
The CBOE’s VIX index interpolates 30-day implied volatility based on options struck on the SPX index. A VIX future settlement…
Quant @imotw2 published Market Impact and Strategic Execution as an article on X. With permission, I'm cross-posting it here. It turns…
Real estate people understand the value of accounting losses in service of deferring taxes while an asset’s returns compound. In…
When you learn a new language you ascend levels of competence. You start with everyday words and basic grammar with…
In part 1, the option market's point spread, we introduced the idea of the VRP or volatility risk premium which sets…