a cleaner way to compute seasonal vol
another way to bucket time
does revenue seasonality translate to vol seasonality?
linking volatility to fundamentals
the singularity trade
Not to deter any stubborn bears, but just understand your history. In 1999, the Nasdaq returned 86%. Kris@KrisAbdelmessihWhen I say markets are running 1999 sheets it's a sweeping reference to a time where single stock calls had a lot skew and greed not fear was in control. It lasted 5 years. From 1995-2000 this is ~4.5x return for the nasdaq9:18 AM · May 29, 2026 · 1.17K Views1 Reply · 1 Repost · 17 Likes If we ignore the small 3.2% down year in 1994, that run looks even crazier and capped w
how high implied vol works for and against you
when high implied vols is a gift or a curse
appreciating diversification
the basics of diversification
how a high implied vol can be cheap
Volatility is not a single measure
hard earned trading wisdom
insights from a practioner, quant and author Euan Sinclair
options policework
practice separating outcome from process
Positive delta puts in the wild: Avis stock (CAR)
example of puts that lost value as a short-squeezed stock fell
the bias of hedging on implied delta
deltas depend on vols
how to get arbed with perfect information
no-arbitrage theory can be triggering
N² - n: why shorting is mathematically cursed
why it's more fun to go long
not all averages are created equal
bridging middle school math to investing math
From Text ➡️ Dashboards
vibe code a silver dashboard
vega's finishing move
how vega kills
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