Inflation Replicator
Notes on my personal investing and hedging inflation
Education
Moontower Blog
Our thinking on options, trading, investing.
If you annualize volatility with 252 days can you use that number in a 365-day option model?
Why all implied volatilities are "wrong"
Trade or Tighten’
A common trading game for trainees
A Visual Primer For Understanding Options
A visual mapping of the greeks
“flippers” vs “warehousers”
types of traders
Career Advice For Quants
Link to a collection of career resources
Kelly Math Weirdness
The danger of Kelly criterion when the bet is skewed
Nah…you just ain’t seein’ the ball
What people confess when they say markets don't make sense
My grandma is $24.05 bid, stop embarrassing yourself
On competition and more on bet sizing
Getting Comfortable With Log Charts
Visualizing compounding for various rates of return
Getting Paid To Flip Million Dollar Coins
How much would you bet on a favorable coin?
Thinking In N not T
Sample sizes are not the same over equal time intervals
Lessons From Ed Thorp’s Interview With Tim Ferriss
What we can learn from Ed Thorp
A Visual Appreciation For Black-Scholes Delta
Seeing delta from a new angle
Risk Depends On The Resolution
Volatility depends on sampling period
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Options, volatility, and risk — written by traders, delivered when we publish.