Path, VIX, & Hit Rates vs Expectancy
ways to price VIX and what we can learn from it
Education
Moontower Blog
Our thinking on options, trading, investing.
laying in the weeds
searching for ideas "left for dead"
2 key concepts for traders
2 ideas that get you back to basics
Guest Post: Market Impact and Strategic Execution
the bid/ask game
“A sale is made on EVERY call”
on the topic of professional execution
Tax-Loss Harvesting On Levered Long/Short
tax loss harvesting
Option Spellbooks
the cost of ingredients that drive option expressions
insights from a moontower.ai user
I had a long chat with a user who’s been trading as a primary means of income for over a decade. I was deeply impressed to watch how this individual followed the recipe we lay out in The Moontower Mission Plan while incorporating their own spice. How they combine “volatility lens” with “directional bias” 1. Uses the Dashboard to find a name and term where the volatility stands out as cheap or expensive 2. Then checks if the stock is near an extreme (using technical indicators they’ve tuned o
The Most Underappreciated Aspect of Trading
A little experiment — talking into a camera instead of writing. The topic… “the most underappreciated aspect of trading” A rough script The Most Underappreciated Aspect of Trading In the world of trading and investing, there’s a lot of talk about modeling and methods and all kinds of geekery. This is all well and good. If you read Moontower, you’ll see plenty of that stuff. But I want to talk about the most underappreciated aspect of trading today. Before we get to that, think about wh
the option market's point spread (part 2)
multiple VRPs
case study on becoming a partner at a trading firm
a trading journey
why selling an option because the “stock will never get there” is amateur vol thinking
a topic that takes a long time to grok
translating to “option surface” language
Translate your sentiment into “option surface” language
adverse selection in the option job market
thoughts for professional option traders on the job market
the option market's point spread
Part I of a discussion of VRP
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