shorter VRP lookbacks
VRP failure mode: a stale denominator
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Moontower Blog
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etf fair value
etf NAV and BTC
If they ban short-selling derivatives become the underlying
A reminder in the spirit of being attuned to seemingly far-fetched risks: If short selling were restricted in any way, the value of puts relative to calls on the same strike increases in a put-call parity framework. Another way to say this is being long stock is more valuable since only long sellers can sell. If puts increase relative to calls on the same strike, as they do when borrow costs increase, that is like a synthetic future on the stock trading at a discount to the stock price. Simil
the inverted term structure trap
vol term structure backwardation
vol speed round
recent action
moontower raw: another day of trading
more live trading
moontower raw: things i did today and why
discussing live trades
a quick thought before the week
liberation day thoughts
straddle-sniped
stepping thru a COIN vol trade
stop with the stop-loss debate
on stop-losses
one-touch
probabilities from deltas
BTC autopsy
IBIT post-mortem
weekend theta
understanding volatility time by zooming in on a weekend
one-touch
probability vs delta
surfing volatility
pure vol trading
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