#Theta

Victor Chernozhukov

VC31415

I’ve been reading some neo-classical econometrics papers from 80-90s. Hansen-Singleton (Econometrica)And Berry-Levinnshon-Pakes (Econometrica). They start out with stochastic economic models (to define structures/ Causal models). 1/n They

Harel Jacobson

VolQuant

Gamma-Theta-Vol triangleThe entire concept of volatility trading can be simplified into a triangular relationship between Vol-Gamma-Theta.Although it might seems oversimplifying a rather complex dynamic of option trading, your realized pnl

UTKnox Confessions

UtknoxC

TW:// RapeOn Halloween of last year I went out thinking I was going to have a great night at my best friends fraternity (theta chi). I drank a full bottle

Subhadip Nandy

SubhadipNandy

This friend had trouble making money in options though he was directionally right. Let us see how a basic understanding of greeks would have helped him, This thread will be

Finance Maverick

FinanceMaverik_

What are the stock options of Greeks and their purpose? (The Basics)Example stock option: We pay $125 for a $PFE $41 Call expiring on 12/11/// A Thread ///

zk (Zubin Koticha)

snarkyzk

The Options Greeks, in simple terms:Many options beginners get intimidated by these, but they're quite simple!As traders, we want to know how our portfolio will react to changes in the

Mark Barley

Chronotrope

pEEG isn’t just for TIVA! Using @narcotrend to avoid burst suppression and enjoying some sevo induced theta oscillations! Relative Band Activity and DSA demonstrating theta (cyan), and the “fill

Ruby, Message In The Crystal 💎

RubyWayward

Some people give Cannabis Users a hard time because some of us can't recall dreams. Let's talk about Theta & Delta Brain Waves: a thread First of all, let's look

Matthew Buckley

physicsmatt

I’m thinking about the valence and implications of various canonical choices for variable names in physics.There are certain unwritten rules for naming variables and I’m not sure I can fully

Sarang Sood

SarangSood

THREAD ON IRONFLYThese days the most preferred strategy for option sellers due to improved margins is IRONFLY. It's essentially a short straddle with long strangle. Long strangle acting as 'WINGS',

Raghunath

Raghunath_TL

Some new options traders see the options pay-off at expiry & take a trade & then get frustrated to see negative MTM despite being in profit zone as per the

Alex Krüger

krugermacro

Options used to be close to irrelevant for bitcoin's price.Until now.At current price levels, hedging large option notionals has a major impact on price.Here's a quick thread on options

Sarang Sood

SarangSood

FINDING EDGE IN OPTIONS24/08/15: Nifty gap down 250 points & another 250 after that. Previous few months return gone, but since I'm quick to take my losses, was saved from

CompuDex

compudex

A thread about options spreads : Before I take u there, Part 1 : when you buy option, Theta (Time) is against u, Vega/Delta/Gamma are with u. Simple language, if

Endorsen

Endorsen

1/10 A thread on #Bitcoin , and its contronversial energy consumption. A waste of energy or a solution for stranded and cheap energy?Let's debunk itA Thread @danheld @Breedlove22 @GAMdotAI @michael_saylor

Deribit Insights

DeribitInsights

1) A Tale of Two Calls.Interesting to examine two similar thesis trades that took place over the last couple of months.Despite BTC move, just one performed.a) Sep13, BTC 10.3k. Dec

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