Read their whitepaper. LOL. It's gonna be great for traders looking to pick "liquidity providers" off. Can't wait for it to start working, but my...
Well, all of these metrics are subject to statistical significance. In fact, the best way to think about long-term performance is by multiplying...
Well, 1.1T/14T is about 8%. If you count non-state actors who are holding USTs in China, we are probably taking about ~10%. For that they can have...
Video was shot in March when every crypto guy was flying high and down side vol was quite cheap. We had fairly large vol spike and options that...
Well, but do they? Total value of the US marketable debt is about 21 trillion. We have to take out the stuff on the Fed balance sheet (7 trillion)...
Changing the terms is restructuring and is an act of default. So is skipping coupons or maturity payments, which is the only time when you US has...
Yeah, I was shocked to discover that Hedgic options are American and can be X-ed at any point in time. They also assume that you are fully...
Please do develop a DeFi where you can "stake options" like you do on Uniswap/Sushiswap et al. I'll be there in a second :D On a serious note,...
That was filmed before the recent "festivities" - option sellers got their asses handed to them.
Variance futures are totally illiquid, there are literally 0 volume or open interest there. It was CBOEs attempt at capturing that market that...
I knew we are missing something from this market and now I know what it is! Let's have retail traders trade variance! What could go wrong?
The general idea of "adjustments" is bogus, IMHO. If you have a short straddle on and the original trade goes your way (i.e. you were short vol...
Indeed. Academically speaking, the whole idea of cash and carry arbitrage depends on two things, ability to warehouse the underlying asset and...
A 1.5bn loss on a base of 80bn is -1.9%, which in qualitative terms, it's also known as "fuck-all".
LOL, my answer is completely wrong and the only excuse is that I was very high at the time. P(u) * P(l) is just the maximum upper bound for the...
Isn't it A simply P(touch_low | touch_high)? P(touch_low | touch_high) = P(touch_low) * P(touch_high) = (0.2 * 2) * (0.2 * 2) = 0.16, no? This,...
millions of what? :D
If you just want back of the envelope, it is your vanna * sk10 * 2
dude, you stole my thunder :)
It's easier than that - just buy and sell the stock every time it crosses the strike back and fourth. Guaranteed winner!
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