#Volatility

macro orca

Be1garat

Some thoughts on Impermanent Loss (IL) and APYTLDR: it is my opinion that current APY for most projects more than compensate for IL An asset pair has a certain annualised

Mostly Borrowed Ideas

borrowed_ideas

1/ Thread: Valuation with Real OptionsToday @mjmauboussin and Callahan published a short paper on how volatility and falling WACC has affected valuation in 2020.Here are my key notes from the

Arun S. Chopra CFA CMT🧐

FusionptCapital

Here's what they teach about how fundamentals, valuation, and investing works. It's so engrained in some they have created all sorts of rationalizations when this consistently doesn't happen (others are

Untapped Growth

untappedgrowth

"BuT iT iS tOo VoLaTiLe! No OnE WiLL eVeR uSe iT!"You dumb ass. We ALREADY ARE using it! & not not just the wealthy with volatility adjusted position sizes but

Travis (not a Cylon) Kimmel

coloradotravis

What are prices?A layperson’s guide to understanding charts and volatility.1/ It’s an observable fact that price has nothing to do with value. Perhaps over the long term these two converge,

Yet Another Columnist

Sime0nStylites

Lots of thoughtful takes re the UK’s future relationship with the EU (closer, further etc). Rely on none of them - I say this with great respect. The UK has

Papaws

Papaws13

1- Options & Earnings - A new thread! Every option rises in price in anticipation of earnings. This is related to the increase of anticipated volatility (yo vega, she's back).#fintwit

Office of Unspecified Services

ONAN_OUS

As your resident vol explainer guy, here's a long-form version of how one can be down 200% a la Malachite. They were doing capped vs. uncapped variance swaps, 'picking up

Robot James

therobotjames

You think you've identified a new, useful predictive factor for trading... But is it really new? Or just another way of looking at something you already know about?How might you

Benn "DJ D-Vol" Eifert

bennpeifert

Hi everybody (financial journalists I'm looking at you!), it would be super if you'd stop describing five or ten standard deviation events as events that "can never happen according to

Sahil Bloom

SahilBloom

1/ VIX 101If you follow the financial news, you've probably heard a lot of talk recently about the VIX.But what is the VIX and how does it work?Here's VIX 101!

zk (Zubin Koticha)

snarkyzk

Options Myth: When the market is volatile, options are worth more b.c options are more likely to expire in the money.Yes, it’s true that options gain value in periods of

Miserly Investor

miserlyinvestor

After having thought long and hard about it, I will no longer be reporting my weekly returns. I feel that the practice of reporting daily and weekly returns has now

Pathik

Pathik_Trader

Outside followed by inside bar is one of the best pattern to trade.What does outside bar means?- Outside bar is when current candle high > previous candle high & current

Jared Dillian

dailydirtnap

There are thousands of personal finance "experts" out there. Bloggers, YouTube, and Instagram influencers.Most of these people have no idea what the fuck they are talking about.Thread. Personal finance seems

Harel Jacobson

VolQuant

So it's the weekend and seems like the perfect time to touch on one of the most deliberated and discussed subject in option trading - the weekend effectAny option trader

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