Recent Content by Vol-learn-tears

  1. Something wrong with volatility

    Any chance StdDev around the mean, IMO, is the return, not the price? and you will assume short term stock return has a 0 of mean so you can...
    Post by: Vol-learn-tears, Mar 14, 2023 in forum: Options

  2. Bitcoin Options Market in Asia (Synthetic Mining?)

    Wonder what's the sharpe now for them :)
    Post by: Vol-learn-tears, Jun 9, 2021 in forum: Crypto Assets

  3. Low risk VXX option strategy

    I think this strategy might works better in low vol environment. So you are taking the advantage of VIX reverting upward to historical mean as...
    Post by: Vol-learn-tears, Jun 9, 2021 in forum: Options

  4. Bitcoin Options Market in Asia (Synthetic Mining?)

    I think he means The Sharpe" has been 11 or 12
    Post by: Vol-learn-tears, Jun 4, 2021 in forum: Crypto Assets

  5. Mini SPX

    Only downside seems to be that XSP is not as liquid as SPX/SPXW options, you will get pretty wide bid/ask. IMHO SPY Options might be a better...
    Post by: Vol-learn-tears, Mar 10, 2021 in forum: Options

  6. Who will lend me a few billion $ for this arbitrage?

    Can you shed some light on the Defi/Cefi arbitrage? Sounds very interesting. Thank you.
    Post by: Vol-learn-tears, Mar 8, 2021 in forum: Crypto Assets