The underlying of these options are commodity futures with different physical deliveries. Commodity futures depends on interest rate and cost of...
How can you arb the skew when the forward curve is assumed to be straightforward? The underlying of the Nov25 call is the Dec25 future!
It is about futures options... You are not fully covered at all: October expiration refers to October physical delivery whereas November...
The probability given by the market to hit $100k by 12/31/2024 is rather 6.4% (binary call approximated by a vertical spread using the implied vol...
Since October 20, 2021: (using yahoo and a btc etf) Number of bitcoin daily performance below -8%: 15 (worst -20%) Number of bitcoin daily...
Easy answer: a new crypto will bring bitcoin down.
In the Blackrock prospectus/presentation one can read: "Shares of the Trust are not deposits or other obligations of or guaranteed by BlackRock,...
Brilliant! I am willing to buy 1/googolplex BTC at a googoplex-dollar price. It means BTC will reach one googolplex in the blockchain but I will...
Time to change from Windows to Linux
How to set up multiple monitors in Windows 11: When you right click on the desktop, select "Display settings." Select "Extend these displays"...
Obviously, you have a USD.JPY virtual FX position. A virtual FX position is just an OTC FX swap between your portfolio and IBKR where the implicit...
Assume you will sell USD1m on December 19, 2022 against GBP and assume GBP Dec19'22 Fut bid/ask: 1.1724/1.1726 (multiplier 62500). The purchase of...
In theory options are a zero-sum game in a commission-free world where bid = ask. As a result, in reality they are not a zero-sum game. Edit:...
Title should be: Hedge fund Coltrane is up 69% after 30 months (or 23% APY).
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